+5.1%
DHR vs AEM
+40.5%
-35.4%
-33.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.2% | -0.4% | -1.5% |
| 7D | -3.9% | -0.5% | -3.4% | -3.9% |
| 30D | +4.0% | +24.0% | -20.0% | +2.7% |
| 3M | +11.5% | +16.1% | -4.6% | +11.1% |
| 6M | +1.9% | -11.6% | +13.5% | +2.8% |
| YTD | -8.9% | +21.5% | -30.5% | -8.5% |
| 1Y | +5.1% | +39.2% | -34.1% | -1.9% |
| All | +5.1% | +40.5% | -35.4% | -1.9% |
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 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