+355.1%
AEM vs DLTR
+45.3%
+309.8%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | -2.1% | -10.1% | +7.9% | -1.4% |
| 30D | +8.4% | -8.1% | +16.6% | +9.0% |
| 3M | +27.3% | +2.9% | +24.4% | +26.8% |
| 6M | -9.7% | +4.3% | -14.0% | -10.3% |
| YTD | +19.0% | -3.9% | +22.9% | +18.6% |
| 1Y | +31.5% | +18.9% | +12.6% | +29.1% |
| 3Y | +338.7% | +1.9% | +336.8% | +330.7% |
| 5Y | +307.4% | +31.0% | +276.4% | +291.5% |
| All | +355.1% | +45.3% | +309.8% | +365.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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