+1,458.7%
DIS vs AEM
+3,538.8%
-2,080.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -1.2% | -0.6% | -1.7% |
| 7D | -2.6% | -0.5% | -2.1% | -2.6% |
| 30D | +3.5% | +24.0% | -20.5% | +2.9% |
| 3M | +6.8% | +16.1% | -9.3% | +6.4% |
| 6M | +3.0% | -11.6% | +14.6% | +3.1% |
| YTD | -6.7% | +21.5% | -28.3% | -7.3% |
| 1Y | -10.1% | +39.2% | -49.3% | -10.9% |
| 3Y | +33.0% | +347.4% | -314.4% | +28.2% |
| 5Y | -40.0% | +290.1% | -330.1% | -42.2% |
| 10Y | +21.1% | +357.8% | -336.7% | +15.8% |
| All | +1,458.7% | +3,538.8% | -2,080.1% | +1,612.9% |
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