+319.1%
AEM vs DRI
+68.4%
+250.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +1.4% | -0.7% | +2.1% | +1.4% |
| 30D | -1.2% | +14.7% | -15.9% | -2.2% |
| 3M | +2.5% | +5.4% | -2.9% | +2.1% |
| 6M | -5.1% | +18.8% | -23.9% | -6.2% |
| YTD | +10.4% | +28.4% | -18.0% | +8.2% |
| 1Y | +11.8% | +37.7% | -25.9% | +9.0% |
| All | +319.1% | +68.4% | +250.8% | +277.1% |
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