+346.7%
AEM vs DPZ
+145.4%
+201.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -1.3% | -1.6% | -2.7% |
| 7D | -5.0% | -8.6% | +3.5% | -3.9% |
| 30D | +8.5% | -11.2% | +19.7% | +10.2% |
| 3M | +29.3% | +1.4% | +27.8% | +28.5% |
| 6M | -12.9% | -19.9% | +7.0% | -10.5% |
| YTD | +16.8% | -23.0% | +39.8% | +20.6% |
| 1Y | +29.8% | -28.2% | +58.1% | +35.4% |
| 3Y | +336.7% | -14.2% | +350.9% | +339.7% |
| 5Y | +299.9% | -33.4% | +333.3% | +312.1% |
| All | +346.7% | +145.4% | +201.3% | +218.1% |
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