-5.9%
DASH vs AEM
+192.0%
-197.9%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -2.4% | +2.4% | +0.5% |
| 7D | -10.2% | +1.4% | -11.6% | -10.6% |
| 30D | -8.2% | -1.2% | -7.0% | -8.3% |
| 3M | -15.9% | +2.5% | -18.5% | -16.7% |
| 6M | +13.3% | -5.1% | +18.4% | +13.2% |
| YTD | -21.3% | +10.4% | -31.7% | -24.4% |
| 1Y | -11.1% | +11.8% | -22.9% | -15.0% |
| 3Y | +103.8% | +315.6% | -211.9% | +43.6% |
| 5Y | -21.6% | +266.3% | -287.9% | -45.4% |
| All | -5.9% | +192.0% | -197.9% | -34.2% |
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