+321.0%
AEM vs DT
+101.6%
+219.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | +1.6% | -4.5% | -3.1% |
| 7D | -5.0% | -2.5% | -2.5% | -4.8% |
| 30D | +8.5% | +3.5% | +4.9% | +7.9% |
| 3M | +29.3% | +26.7% | +2.6% | +25.6% |
| 6M | -12.9% | +36.1% | -49.1% | -16.4% |
| YTD | +16.8% | +18.6% | -1.9% | +13.7% |
| 1Y | +29.8% | +7.9% | +21.9% | +27.7% |
| 3Y | +336.7% | +8.6% | +328.2% | +323.5% |
| 5Y | +299.9% | -26.7% | +326.6% | +296.9% |
| All | +321.0% | +101.6% | +219.3% | +247.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 10y: compounded portfolio wealth divided by compounded DT 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…
10y analysis · Full analysis span regression · 6 months rolling