+63.6%
DIA vs AEM
+296.4%
-232.8%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.8% |
| 7D | -1.2% | +3.0% | -4.2% | -1.5% |
| 30D | -2.7% | +12.5% | -15.2% | -3.9% |
| 3M | +3.3% | +26.9% | -23.7% | +0.6% |
| 6M | +10.4% | -9.4% | +19.9% | +10.8% |
| YTD | +10.0% | +20.3% | -10.3% | +7.2% |
| 1Y | +16.2% | +33.8% | -17.6% | +11.8% |
| 3Y | +58.7% | +349.8% | -291.1% | +32.8% |
| 5Y | +63.6% | +301.0% | -237.4% | +36.0% |
| All | +63.6% | +296.4% | -232.8% | +36.0% |
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