-42.2%
DIS vs AEM
+296.4%
-338.6%
-57.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -3.5% | +3.0% | -6.5% | -3.9% |
| 30D | +1.0% | +12.5% | -11.5% | -0.4% |
| 3M | +5.7% | +26.9% | -21.3% | +2.6% |
| 6M | +3.3% | -9.4% | +12.7% | +3.8% |
| YTD | -7.7% | +20.3% | -28.0% | -10.3% |
| 1Y | -10.0% | +33.8% | -43.7% | -13.8% |
| 3Y | +31.7% | +349.8% | -318.1% | +4.3% |
| 5Y | -42.2% | +301.0% | -343.2% | -54.8% |
| All | -42.2% | +296.4% | -338.6% | -54.8% |
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