+281.9%
AEM vs DT
+75.7%
+206.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.2% | +0.2% | 0.0% |
| 7D | -6.8% | +3.1% | -10.0% | -7.2% |
| 30D | +0.8% | -29.5% | +30.4% | +4.8% |
| 3M | -0.8% | -11.7% | +10.9% | +0.4% |
| 6M | -8.5% | +29.0% | -37.5% | -11.4% |
| YTD | +5.9% | +3.4% | +2.6% | +4.6% |
| 1Y | +6.6% | -4.2% | +10.8% | +6.3% |
| 3Y | +302.2% | -12.8% | +315.0% | +300.7% |
| 5Y | +250.8% | -39.6% | +290.4% | +257.5% |
| All | +281.9% | +75.7% | +206.3% | +219.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling