+348.2%
AEM vs DRI
+56.7%
+291.5%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.8% | +0.4% | -1.3% |
| 7D | +4.3% | -1.2% | +5.6% | +4.4% |
| 30D | +13.1% | -0.4% | +13.5% | +13.2% |
| 3M | +24.8% | +9.5% | +15.3% | +24.1% |
| 6M | -8.2% | +6.5% | -14.7% | -8.6% |
| YTD | +19.8% | +18.4% | +1.4% | +18.1% |
| 1Y | +32.1% | +4.2% | +27.8% | +31.5% |
| 3Y | +348.2% | +57.1% | +291.1% | +308.4% |
| All | +348.2% | +56.7% | +291.5% | +308.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling