+392.2%
DAL vs AEM
+607.8%
-215.6%
-81.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +1.3% | +0.8% | +2.1% |
| 7D | +8.8% | +15.8% | -7.0% | +8.4% |
| 30D | +5.4% | +6.2% | -0.8% | +5.2% |
| 3M | -4.9% | +14.3% | -19.3% | -5.3% |
| 6M | +19.8% | +1.4% | +18.4% | +19.6% |
| YTD | +27.0% | +13.7% | +13.3% | +26.5% |
| 1Y | +52.5% | +21.3% | +31.1% | +51.7% |
| 3Y | +173.8% | +309.9% | -136.0% | +168.2% |
| 5Y | +104.5% | +301.0% | -196.4% | +100.0% |
| 10Y | +129.7% | +344.0% | -214.3% | +123.3% |
| All | +392.2% | +607.8% | -215.6% | +270.0% |
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