+408.7%
AEM vs DPZ
+140.2%
+268.5%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | -0.3% |
| 7D | -6.8% | +2.2% | -9.1% | -7.1% |
| 30D | +0.8% | +15.5% | -14.7% | -1.1% |
| 3M | -0.8% | -2.0% | +1.2% | -0.7% |
| 6M | -8.5% | +12.1% | -20.7% | -10.3% |
| YTD | +5.9% | -16.6% | +22.5% | +8.0% |
| 1Y | +6.6% | -14.6% | +21.2% | +8.3% |
| 3Y | +302.2% | -4.1% | +306.3% | +299.4% |
| 5Y | +250.8% | -28.3% | +279.1% | +257.0% |
| All | +408.7% | +140.2% | +268.5% | +341.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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