+338.7%
AEM vs DLTR
+1.4%
+337.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -0.4% | +2.3% | +1.9% |
| 7D | -2.1% | -10.1% | +7.9% | -1.5% |
| 30D | +8.4% | -8.1% | +16.6% | +9.0% |
| 3M | +27.3% | +2.9% | +24.4% | +26.7% |
| 6M | -9.7% | +4.3% | -14.0% | -10.4% |
| YTD | +19.0% | -3.9% | +22.9% | +18.2% |
| 1Y | +31.5% | +18.9% | +12.6% | +28.8% |
| 3Y | +338.7% | +1.9% | +336.8% | +329.1% |
| All | +338.7% | +1.4% | +337.3% | +329.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling