+171.8%
DLR vs AEM
+369.2%
-197.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.6% |
| 7D | -1.3% | -5.0% | +3.8% | -0.6% |
| 30D | -2.9% | +8.5% | -11.3% | -4.1% |
| 3M | +3.2% | +29.3% | -26.1% | -0.7% |
| 6M | +3.9% | -12.9% | +16.8% | +5.0% |
| YTD | +21.4% | +16.8% | +4.7% | +17.7% |
| 1Y | +9.7% | +29.8% | -20.2% | +4.5% |
| 3Y | +56.5% | +336.7% | -280.2% | +25.3% |
| 5Y | +41.5% | +299.9% | -258.4% | +12.8% |
| All | +171.8% | +369.2% | -197.5% | +114.8% |
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