+266.3%
AEM vs DRI
+78.6%
+187.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | +0.1% | -2.5% | -2.4% |
| 7D | +1.4% | -0.7% | +2.1% | +1.5% |
| 30D | -1.2% | +14.7% | -15.9% | -2.8% |
| 3M | +2.5% | +5.4% | -2.9% | +1.8% |
| 6M | -5.1% | +18.8% | -23.9% | -7.2% |
| YTD | +10.4% | +28.4% | -18.0% | +6.6% |
| 1Y | +11.8% | +37.7% | -25.9% | +6.9% |
| 3Y | +315.6% | +68.0% | +247.7% | +276.9% |
| 5Y | +266.3% | +78.8% | +187.5% | +213.0% |
| All | +266.3% | +78.6% | +187.6% | +213.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling