+1,846.6%
AEM vs DGX
+8,778.1%
-6,931.6%
-80.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.7% |
| 7D | -2.1% | -0.9% | -1.2% | -2.0% |
| 30D | +8.4% | -1.2% | +9.6% | +8.6% |
| 3M | +27.3% | +15.8% | +11.5% | +25.4% |
| 6M | -9.7% | +18.2% | -27.8% | -11.2% |
| YTD | +19.0% | +37.2% | -18.2% | +15.2% |
| 1Y | +31.5% | +30.4% | +1.1% | +27.9% |
| 3Y | +338.7% | +96.7% | +242.0% | +309.5% |
| 5Y | +307.4% | +67.2% | +240.3% | +284.7% |
| 10Y | +370.9% | +253.9% | +116.9% | +313.4% |
| All | +1,846.6% | +8,778.1% | -6,931.6% | +1,831.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 DGX 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