+4,770.1%
DELL vs AEM
+320.6%
+4,449.5%
-59.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.4% | +3.3% | +2.1% |
| 7D | +25.6% | +4.3% | +21.3% | +24.8% |
| 30D | +17.7% | +13.1% | +4.5% | +15.2% |
| 3M | +33.4% | +24.8% | +8.6% | +28.4% |
| 6M | +266.2% | -8.2% | +274.4% | +267.2% |
| YTD | +328.0% | +19.8% | +308.2% | +314.5% |
| 1Y | +339.6% | +32.1% | +307.5% | +319.9% |
| 3Y | +694.6% | +348.2% | +346.4% | +542.8% |
| 5Y | +1,122.0% | +297.5% | +824.5% | +885.5% |
| 10Y | +4,062.5% | +343.3% | +3,719.2% | +3,225.3% |
| All | +4,770.1% | +320.6% | +4,449.5% | +3,816.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling