-10.1%
DIS vs AEM
+40.5%
-50.6%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.6% |
| 7D | -2.6% | -0.5% | -2.1% | -2.5% |
| 30D | +3.5% | +24.0% | -20.5% | +1.1% |
| 3M | +6.8% | +16.1% | -9.3% | +4.9% |
| 6M | +3.0% | -11.6% | +14.6% | +3.2% |
| YTD | -6.7% | +21.5% | -28.3% | -8.0% |
| 1Y | -10.1% | +39.2% | -49.3% | -12.4% |
| All | -10.1% | +40.5% | -50.6% | -12.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling