-10.3%
DIS vs AEM
+31.9%
-42.2%
-21.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.4% | +1.2% | -0.1% |
| 7D | -1.1% | +4.3% | -5.4% | -1.6% |
| 30D | +0.1% | +13.1% | -13.0% | -1.2% |
| 3M | +7.1% | +24.8% | -17.7% | +4.4% |
| 6M | +4.3% | -8.2% | +12.5% | +4.3% |
| YTD | -6.9% | +19.8% | -26.8% | -8.2% |
| 1Y | -10.3% | +32.1% | -42.4% | -12.5% |
| All | -10.3% | +31.9% | -42.2% | -12.5% |
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