+355.1%
AEM vs DTE
+137.8%
+217.3%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.3% | +3.2% | +2.3% |
| 7D | -2.1% | -2.6% | +0.4% | -1.3% |
| 30D | +8.4% | -4.4% | +12.8% | +10.0% |
| 3M | +27.3% | -8.3% | +35.6% | +30.6% |
| 6M | -9.7% | -8.1% | -1.6% | -7.5% |
| YTD | +19.0% | +4.4% | +14.5% | +16.6% |
| 1Y | +31.5% | +0.2% | +31.3% | +30.7% |
| 3Y | +338.7% | +42.6% | +296.1% | +287.0% |
| 5Y | +307.4% | +31.5% | +276.0% | +268.9% |
| All | +355.1% | +137.8% | +217.3% | +185.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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