-29.8%
DHR vs AEM
+294.2%
-323.9%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -2.9% | +0.8% | -1.8% |
| 7D | -5.0% | -5.0% | +0.1% | -4.4% |
| 30D | -3.3% | +8.5% | -11.8% | -4.3% |
| 3M | +9.4% | +29.3% | -19.8% | +6.1% |
| 6M | +3.2% | -12.9% | +16.1% | +4.5% |
| YTD | -12.0% | +16.8% | -28.8% | -14.2% |
| 1Y | +4.9% | +29.8% | -24.9% | +0.4% |
| 3Y | -7.4% | +336.7% | -344.1% | -28.5% |
| 5Y | -29.8% | +299.9% | -329.7% | -47.0% |
| All | -29.8% | +294.2% | -323.9% | -47.0% |
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 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