+2,607.8%
AEM vs DLTR
+10,476.7%
-7,869.0%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.6% | +4.9% | +0.4% |
| 7D | +3.0% | -10.2% | +13.3% | +3.2% |
| 30D | +12.5% | -8.5% | +21.0% | +12.6% |
| 3M | +26.9% | +5.6% | +21.4% | +26.8% |
| 6M | -9.4% | +2.2% | -11.6% | -9.6% |
| YTD | +20.3% | -3.8% | +24.0% | +20.2% |
| 1Y | +33.8% | +22.9% | +10.8% | +33.2% |
| 3Y | +349.8% | +2.0% | +347.8% | +347.7% |
| 5Y | +301.0% | +29.8% | +271.2% | +298.5% |
| 10Y | +376.1% | +45.0% | +331.0% | +373.1% |
| All | +2,607.8% | +10,476.7% | -7,869.0% | +2,651.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling