+355.1%
AEM vs DG
+101.8%
+253.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.3% | +0.6% | +1.7% |
| 7D | -2.1% | -6.5% | +4.3% | -1.4% |
| 30D | +8.4% | +4.2% | +4.3% | +7.9% |
| 3M | +27.3% | +9.5% | +17.8% | +25.6% |
| 6M | -9.7% | -13.1% | +3.5% | -8.5% |
| YTD | +19.0% | -4.8% | +23.8% | +19.3% |
| 1Y | +31.5% | +20.6% | +10.9% | +28.4% |
| 3Y | +338.7% | +4.9% | +333.8% | +327.5% |
| 5Y | +307.4% | -37.9% | +345.3% | +318.0% |
| All | +355.1% | +101.8% | +253.3% | +401.6% |
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