+1,980.4%
AEM vs DRI
+8,033.5%
-6,053.1%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -0.5% | -3.6% | -4.0% |
| 7D | -5.6% | -0.3% | -5.3% | -5.6% |
| 30D | -3.9% | +10.8% | -14.7% | -4.7% |
| 3M | -3.4% | +0.9% | -4.4% | -3.6% |
| 6M | -9.0% | +16.3% | -25.4% | -10.3% |
| YTD | +5.9% | +27.8% | -21.9% | +3.5% |
| 1Y | +4.0% | +33.9% | -29.9% | +1.2% |
| 3Y | +298.8% | +67.2% | +231.6% | +278.5% |
| 5Y | +250.7% | +79.0% | +171.7% | +229.3% |
| 10Y | +405.9% | +332.2% | +73.8% | +320.7% |
| All | +1,980.4% | +8,033.5% | -6,053.1% | +1,295.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling