+335.3%
AEM vs DG
+577.8%
-242.5%
-74.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -4.0% | +2.6% | -1.0% |
| 7D | +4.3% | -2.5% | +6.8% | +4.6% |
| 30D | +13.1% | +1.0% | +12.1% | +12.9% |
| 3M | +24.8% | +20.3% | +4.5% | +22.2% |
| 6M | -8.2% | -11.7% | +3.5% | -7.4% |
| YTD | +19.8% | -2.3% | +22.2% | +19.8% |
| 1Y | +32.1% | +20.0% | +12.1% | +29.3% |
| 3Y | +348.2% | +7.2% | +341.0% | +336.8% |
| 5Y | +297.5% | -37.9% | +335.4% | +304.9% |
| 10Y | +343.3% | +107.3% | +236.0% | +321.3% |
| All | +335.3% | +577.8% | -242.5% | +213.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling