+57.9%
DIA vs AEM
+252.0%
-194.1%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | 0.0% | +0.1% | +0.1% |
| 7D | +2.1% | -6.8% | +9.0% | +2.8% |
| 30D | +1.5% | +0.8% | +0.7% | +1.2% |
| 3M | -2.4% | -0.8% | -1.6% | -2.6% |
| 6M | +6.0% | -8.5% | +14.5% | +6.3% |
| YTD | +10.1% | +5.9% | +4.1% | +8.4% |
| 1Y | +11.8% | +6.6% | +5.2% | +9.9% |
| 3Y | +59.7% | +302.2% | -242.5% | +33.9% |
| All | +57.9% | +252.0% | -194.1% | +32.9% |
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 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