+2,349.8%
AEM vs DVA
+5,118.1%
-2,768.3%
-86.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DVA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -0.9% | -2.0% | -2.9% |
| 7D | -5.0% | -0.2% | -4.9% | -5.0% |
| 30D | +8.5% | +1.7% | +6.8% | +8.4% |
| 3M | +29.3% | -8.7% | +37.9% | +29.5% |
| 6M | -12.9% | +19.7% | -32.6% | -14.1% |
| YTD | +16.8% | +59.6% | -42.8% | +13.3% |
| 1Y | +29.8% | +37.1% | -7.3% | +26.9% |
| 3Y | +336.7% | +89.8% | +247.0% | +318.1% |
| 5Y | +299.9% | +47.4% | +252.6% | +284.9% |
| 10Y | +362.2% | +184.9% | +177.3% | +327.3% |
| All | +2,349.8% | +5,118.1% | -2,768.3% | +1,951.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling