+295.7%
AEM vs DOC
-22.1%
+317.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DOC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.1% | -0.2% | +3.3% | +3.1% |
| 7D | +7.5% | +6.2% | +1.2% | +5.3% |
| 30D | +1.6% | +6.5% | -4.8% | -0.6% |
| 3M | +14.5% | -6.2% | +20.8% | +17.0% |
| 6M | +6.6% | +25.6% | -19.0% | -2.5% |
| YTD | +12.2% | +32.1% | -19.8% | +0.5% |
| 1Y | +19.4% | +20.3% | -0.8% | +10.5% |
| 3Y | +302.1% | +42.7% | +259.3% | +243.0% |
| 5Y | +295.7% | -22.2% | +317.9% | +317.8% |
| All | +295.7% | -22.1% | +317.8% | +317.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DOC.
Daily Out/Under-Performance
Portfolio return minus DOC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOC 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 5y: compounded portfolio wealth divided by compounded DOC 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…
5y analysis · Full analysis span regression · 6 months rolling