-4.5%
DASH vs AEM
+215.3%
-219.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.8% | -4.1% | -0.2% |
| 7D | -4.8% | +17.8% | -22.6% | -7.8% |
| 30D | -7.9% | +6.2% | -14.1% | -9.2% |
| 3M | -16.3% | +12.5% | -28.9% | -18.6% |
| 6M | +10.4% | +4.4% | +6.0% | +8.3% |
| YTD | -20.1% | +19.2% | -39.3% | -24.3% |
| 1Y | -11.4% | +25.5% | -36.9% | -17.1% |
| 3Y | +114.1% | +346.4% | -232.4% | +48.9% |
| 5Y | -5.8% | +305.7% | -311.4% | -35.3% |
| All | -4.5% | +215.3% | -219.8% | -34.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling