+3,555.0%
AEM vs DTE
+3,490.3%
+64.7%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.2% | +0.6% |
| 7D | +3.0% | 0.0% | +3.0% | +3.0% |
| 30D | +12.5% | -0.5% | +13.0% | +12.6% |
| 3M | +26.9% | -6.0% | +33.0% | +28.4% |
| 6M | -9.4% | -7.2% | -2.2% | -8.2% |
| YTD | +20.3% | +7.2% | +13.1% | +18.2% |
| 1Y | +33.8% | +4.1% | +29.7% | +32.3% |
| 3Y | +349.8% | +46.9% | +302.9% | +312.9% |
| 5Y | +301.0% | +32.9% | +268.1% | +275.6% |
| 10Y | +376.1% | +144.5% | +231.6% | +290.3% |
| All | +3,555.0% | +3,490.3% | +64.7% | +3,975.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling