+302.2%
AEM vs DT
-11.4%
+313.6%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -6.8% | +3.1% | -10.0% | -7.0% |
| 30D | +0.8% | -29.5% | +30.4% | +2.4% |
| 3M | -0.8% | -11.7% | +10.9% | 0.0% |
| 6M | -8.5% | +29.0% | -37.5% | -7.9% |
| YTD | +5.9% | +3.4% | +2.6% | +7.1% |
| 1Y | +6.6% | -4.2% | +10.8% | +7.9% |
| 3Y | +302.2% | -12.8% | +315.0% | +307.3% |
| All | +302.2% | -11.4% | +313.6% | +307.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling