+1,129.1%
DIA vs AEM
+4,306.9%
-3,177.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.2% | +0.6% | -0.5% |
| 7D | -0.2% | -0.5% | +0.3% | -0.2% |
| 30D | -1.5% | +24.0% | -25.5% | -2.6% |
| 3M | +3.8% | +16.1% | -12.3% | +2.9% |
| 6M | +10.3% | -11.6% | +21.9% | +10.6% |
| YTD | +12.1% | +21.5% | -9.5% | +10.7% |
| 1Y | +18.6% | +39.2% | -20.5% | +16.3% |
| 3Y | +60.6% | +347.4% | -286.8% | +48.9% |
| 5Y | +64.4% | +290.1% | -225.7% | +52.5% |
| 10Y | +250.1% | +357.8% | -107.7% | +218.5% |
| All | +1,129.1% | +4,306.9% | -3,177.8% | +956.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling