+3,555.0%
AEM vs DE
+14,495.7%
-10,940.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.5% | +0.9% | +0.5% |
| 7D | +3.0% | -3.0% | +6.0% | +3.5% |
| 30D | +12.5% | +11.1% | +1.3% | +10.3% |
| 3M | +26.9% | +17.6% | +9.3% | +23.1% |
| 6M | -9.4% | +13.6% | -23.0% | -11.7% |
| YTD | +20.3% | +46.3% | -26.0% | +12.3% |
| 1Y | +33.8% | +44.2% | -10.4% | +24.9% |
| 3Y | +349.8% | +76.6% | +273.2% | +301.4% |
| 5Y | +301.0% | +98.2% | +202.8% | +245.7% |
| 10Y | +376.1% | +863.5% | -487.5% | +197.6% |
| All | +3,555.0% | +14,495.7% | -10,940.7% | +2,385.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling