+36.3%
DIS vs AEM
+356.4%
-320.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.1% | +5.2% | +0.5% |
| 7D | +4.4% | +13.9% | -9.5% | +3.2% |
| 30D | +10.3% | +0.8% | +9.6% | +10.1% |
| 3M | +15.5% | +5.8% | +9.8% | +14.7% |
| 6M | +11.2% | -1.0% | +12.2% | +10.7% |
| YTD | +5.6% | +13.1% | -7.5% | +3.7% |
| 1Y | +7.7% | +14.4% | -6.7% | +5.7% |
| 3Y | +39.3% | +325.7% | -286.4% | +20.2% |
| 5Y | -29.5% | +273.7% | -303.3% | -39.2% |
| 10Y | +36.3% | +390.1% | -353.9% | +13.2% |
| All | +36.3% | +356.4% | -320.1% | +13.2% |
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