+7.4%
DASH vs AEM
+295.5%
-288.0%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -1.2% | -3.5% | -4.4% |
| 7D | -10.6% | -0.5% | -10.0% | -10.5% |
| 30D | +2.2% | +24.0% | -21.9% | -2.5% |
| 3M | +32.3% | +16.1% | +16.2% | +27.6% |
| 6M | +19.1% | -11.6% | +30.7% | +20.9% |
| YTD | -6.5% | +21.5% | -28.1% | -12.2% |
| 1Y | -14.9% | +39.2% | -54.1% | -23.0% |
| 3Y | +151.9% | +347.4% | -195.5% | +63.1% |
| All | +7.4% | +295.5% | -288.0% | -31.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling