+319.1%
DELL vs AEM
+40.5%
+278.6%
-32.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.9% |
| 7D | +14.9% | -0.5% | +15.4% | +15.1% |
| 30D | +13.3% | +24.0% | -10.7% | +4.2% |
| 3M | +24.4% | +16.1% | +8.3% | +15.9% |
| 6M | +258.0% | -11.6% | +269.6% | +256.7% |
| YTD | +320.2% | +21.5% | +298.6% | +290.1% |
| 1Y | +319.1% | +39.2% | +279.9% | +273.0% |
| All | +319.1% | +40.5% | +278.6% | +273.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling