+4,404.4%
DELL vs AEM
+378.0%
+4,026.4%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.0% | +1.9% | +10.1% | +11.7% |
| 7D | +8.2% | -2.1% | +10.4% | +8.7% |
| 30D | +17.1% | +8.4% | +8.7% | +15.4% |
| 3M | +45.2% | +27.3% | +17.9% | +39.2% |
| 6M | +286.8% | -9.7% | +296.4% | +288.9% |
| YTD | +354.8% | +19.0% | +335.8% | +341.1% |
| 1Y | +358.3% | +31.5% | +326.8% | +338.2% |
| 3Y | +724.9% | +338.7% | +386.2% | +568.9% |
| 5Y | +1,193.7% | +307.4% | +886.3% | +941.2% |
| All | +4,404.4% | +378.0% | +4,026.4% | +3,448.9% |
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