+338.7%
AEM vs DHI
+21.1%
+317.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | +29.3% |
| 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% | +35.3% |
| 3Y | +338.7% | +20.7% | +318.0% | +307.5% |
| All | +338.7% | +21.1% | +317.6% | +307.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling