+39.2%
AEM vs DRI
+6.9%
+32.2%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.1% |
| 7D | -0.5% | +0.6% | -1.1% | -0.5% |
| 30D | +24.0% | +3.8% | +20.2% | +24.1% |
| 3M | +16.1% | +13.0% | +3.1% | +16.5% |
| 6M | -11.6% | +8.3% | -19.9% | -11.3% |
| YTD | +21.5% | +20.6% | +0.9% | +21.4% |
| 1Y | +39.2% | +6.5% | +32.7% | +36.0% |
| All | +39.2% | +6.9% | +32.2% | +36.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 1y: compounded portfolio wealth divided by compounded DRI 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…
1y analysis · Full analysis span regression · 6 months rolling