+355.1%
AEM vs DHI
+414.5%
-59.4%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.7% | +0.2% | +1.6% |
| 7D | -2.1% | -3.4% | +1.3% | -1.6% |
| 30D | +8.4% | -5.4% | +13.9% | +9.5% |
| 3M | +27.3% | -10.4% | +37.7% | +29.4% |
| 6M | -9.7% | -2.8% | -6.9% | -9.5% |
| YTD | +19.0% | -3.4% | +22.4% | +19.2% |
| 1Y | +31.5% | -22.9% | +54.4% | +36.2% |
| 3Y | +338.7% | +20.7% | +318.0% | +314.3% |
| 5Y | +307.4% | +62.1% | +245.3% | +259.1% |
| All | +355.1% | +414.5% | -59.4% | +233.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling