+343.5%
AEM vs DT
+6.3%
+337.3%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.6% | -0.3% | +0.3% |
| 7D | +3.0% | -0.5% | +3.5% | +3.0% |
| 30D | +12.5% | +0.1% | +12.4% | +12.5% |
| 3M | +26.9% | +24.1% | +2.8% | +26.5% |
| 6M | -9.4% | +30.1% | -39.6% | -9.3% |
| YTD | +20.3% | +16.8% | +3.5% | +20.5% |
| 1Y | +33.8% | -0.1% | +33.9% | +34.4% |
| All | +343.5% | +6.3% | +337.3% | +350.7% |
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