+304.9%
AEM vs DE
+97.2%
+207.7%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.3% | +2.2% | +1.9% |
| 7D | -2.1% | -2.6% | +0.4% | -1.7% |
| 30D | +8.4% | +9.0% | -0.6% | +6.6% |
| 3M | +27.3% | +19.1% | +8.1% | +22.9% |
| 6M | -9.7% | +14.4% | -24.0% | -12.2% |
| YTD | +19.0% | +45.9% | -27.0% | +11.5% |
| 1Y | +31.5% | +43.6% | -12.1% | +23.3% |
| 3Y | +338.7% | +75.9% | +262.8% | +290.5% |
| All | +304.9% | +97.2% | +207.7% | +250.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 5y: compounded portfolio wealth divided by compounded DE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
5y analysis · Full analysis span regression · 6 months rolling