+249.0%
AEM vs DG
-35.8%
+284.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.3% | +0.4% | +0.1% |
| 7D | -6.8% | +0.3% | -7.1% | -6.9% |
| 30D | +0.8% | +3.2% | -2.4% | +0.4% |
| 3M | -0.8% | +10.4% | -11.3% | -2.1% |
| 6M | -8.5% | +33.2% | -41.7% | -12.0% |
| YTD | +5.9% | +3.0% | +3.0% | +5.3% |
| 1Y | +6.6% | +31.2% | -24.6% | +3.2% |
| 3Y | +302.2% | +21.8% | +280.4% | +285.9% |
| All | +249.0% | -35.8% | +284.8% | +264.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling