+304.9%
AEM vs DVA
+46.8%
+258.0%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.1% | +1.7% | +1.9% |
| 7D | -2.1% | -1.3% | -0.8% | -2.0% |
| 30D | +8.4% | 0.0% | +8.4% | +8.4% |
| 3M | +27.3% | -10.9% | +38.2% | +27.5% |
| 6M | -9.7% | +17.3% | -26.9% | -12.3% |
| YTD | +19.0% | +59.8% | -40.8% | +11.6% |
| 1Y | +31.5% | +36.3% | -4.8% | +25.3% |
| 3Y | +338.7% | +88.6% | +250.1% | +302.5% |
| All | +304.9% | +46.8% | +258.0% | +257.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DVA.
Daily Out/Under-Performance
Portfolio return minus DVA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DVA 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 5y: compounded portfolio wealth divided by compounded DVA 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…
5y analysis · Full analysis span regression · 6 months rolling