+2,287.3%
AEM vs DRI
+7,577.7%
-5,290.4%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.5% | -0.6% | -1.1% |
| 7D | -0.5% | +0.6% | -1.1% | -0.6% |
| 30D | +24.0% | +3.8% | +20.2% | +23.6% |
| 3M | +16.1% | +13.0% | +3.1% | +14.8% |
| 6M | -11.6% | +8.3% | -19.9% | -12.3% |
| YTD | +21.5% | +20.6% | +0.9% | +19.4% |
| 1Y | +39.2% | +6.5% | +32.7% | +38.0% |
| 3Y | +347.4% | +53.7% | +293.7% | +327.7% |
| 5Y | +290.1% | +72.7% | +217.5% | +267.2% |
| 10Y | +357.8% | +363.2% | -5.4% | +278.4% |
| All | +2,287.3% | +7,577.7% | -5,290.4% | +1,509.4% |
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