+346.7%
AEM vs DG
+99.2%
+247.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.8% |
| 7D | -5.0% | -6.3% | +1.3% | -4.4% |
| 30D | +8.5% | +2.4% | +6.0% | +8.1% |
| 3M | +29.3% | +12.4% | +16.9% | +27.2% |
| 6M | -12.9% | -14.9% | +2.0% | -11.6% |
| YTD | +16.8% | -6.1% | +22.8% | +17.3% |
| 1Y | +29.8% | +17.9% | +12.0% | +27.1% |
| 3Y | +336.7% | +3.1% | +333.6% | +326.3% |
| 5Y | +299.9% | -38.7% | +338.6% | +310.9% |
| All | +346.7% | +99.2% | +247.5% | +393.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 10y: compounded portfolio wealth divided by compounded DG 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…
10y analysis · Full analysis span regression · 6 months rolling