+1,055.3%
DELL vs AEM
+294.2%
+761.2%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -2.9% | -2.4% | -4.7% |
| 7D | -1.9% | -5.0% | +3.2% | -0.7% |
| 30D | +14.9% | +8.5% | +6.4% | +12.5% |
| 3M | +37.2% | +29.3% | +7.9% | +28.6% |
| 6M | +254.0% | -12.9% | +266.9% | +258.4% |
| YTD | +306.1% | +16.8% | +289.4% | +289.7% |
| 1Y | +312.3% | +29.8% | +282.4% | +287.3% |
| 3Y | +654.0% | +336.7% | +317.3% | +446.0% |
| 5Y | +1,055.3% | +299.9% | +755.4% | +727.2% |
| All | +1,055.3% | +294.2% | +761.2% | +727.2% |
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 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