+351.3%
DAL vs AEM
+656.4%
-305.1%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | -1.2% | +3.0% | +1.8% |
| 7D | +0.1% | -0.5% | +0.6% | +0.1% |
| 30D | -13.9% | +24.0% | -37.9% | -14.3% |
| 3M | +1.1% | +16.1% | -15.0% | +0.7% |
| 6M | +26.2% | -11.6% | +37.9% | +26.3% |
| YTD | +16.4% | +21.5% | -5.1% | +15.9% |
| 1Y | +33.9% | +39.2% | -5.3% | +33.0% |
| 3Y | +93.4% | +347.4% | -254.1% | +89.2% |
| 5Y | +106.4% | +290.1% | -183.8% | +101.7% |
| 10Y | +143.0% | +357.8% | -214.8% | +136.0% |
| All | +351.3% | +656.4% | -305.1% | +239.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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