+39.2%
AEM vs DHI
-16.9%
+56.1%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.1% | 0.0% | -0.9% |
| 7D | -0.5% | -3.1% | +2.6% | +0.3% |
| 30D | +24.0% | -5.5% | +29.5% | +25.5% |
| 3M | +16.1% | -2.2% | +18.3% | +16.1% |
| 6M | -11.6% | -6.0% | -5.7% | -12.0% |
| YTD | +21.5% | 0.0% | +21.6% | +20.5% |
| 1Y | +39.2% | -18.2% | +57.4% | +44.1% |
| All | +39.2% | -16.9% | +56.1% | +44.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 1y: compounded portfolio wealth divided by compounded DHI 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…
1y analysis · Full analysis span regression · 6 months rolling