+301.0%
AEM vs DPZ
-34.0%
+335.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.2% | +4.5% | +0.9% |
| 7D | +3.0% | -7.3% | +10.3% | +4.0% |
| 30D | +12.5% | -7.6% | +20.1% | +13.5% |
| 3M | +26.9% | +1.8% | +25.1% | +26.1% |
| 6M | -9.4% | -21.8% | +12.4% | -6.4% |
| YTD | +20.3% | -22.0% | +42.3% | +24.2% |
| 1Y | +33.8% | -28.6% | +62.4% | +40.1% |
| 3Y | +349.8% | -13.1% | +362.9% | +353.1% |
| 5Y | +301.0% | -33.2% | +334.2% | +307.5% |
| All | +301.0% | -34.0% | +335.0% | +307.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling