+355.1%
AEM vs DKS
+203.5%
+151.6%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DKS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +1.4% | +0.5% | +1.8% |
| 7D | -2.1% | -3.0% | +0.8% | -2.0% |
| 30D | +8.4% | -33.4% | +41.8% | +10.1% |
| 3M | +27.3% | -39.4% | +66.7% | +29.7% |
| 6M | -9.7% | -30.1% | +20.4% | -8.5% |
| YTD | +19.0% | -31.0% | +49.9% | +20.5% |
| 1Y | +31.5% | -40.2% | +71.6% | +33.9% |
| 3Y | +338.7% | +30.9% | +307.8% | +328.9% |
| 5Y | +307.4% | +14.0% | +293.4% | +296.6% |
| All | +355.1% | +203.5% | +151.6% | +289.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DKS.
Daily Out/Under-Performance
Portfolio return minus DKS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DKS 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 DKS 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