+244.3%
DIA vs AEM
+369.2%
-125.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.9% | +2.3% | -0.4% |
| 7D | -3.0% | -5.0% | +2.0% | -2.6% |
| 30D | -3.0% | +8.5% | -11.5% | -3.7% |
| 3M | +4.5% | +29.3% | -24.8% | +2.3% |
| 6M | +9.8% | -12.9% | +22.7% | +10.4% |
| YTD | +9.3% | +16.8% | -7.5% | +7.5% |
| 1Y | +16.0% | +29.8% | -13.9% | +13.0% |
| 3Y | +57.7% | +336.7% | -279.0% | +39.7% |
| 5Y | +63.8% | +299.9% | -236.2% | +44.6% |
| All | +244.3% | +369.2% | -125.0% | +200.7% |
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