+9.7%
DLR vs AEM
+28.8%
-19.1%
-16.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -2.9% | +0.9% | -1.5% |
| 7D | -1.3% | -5.0% | +3.8% | -0.5% |
| 30D | -2.9% | +8.5% | -11.3% | -4.2% |
| 3M | +3.2% | +29.3% | -26.1% | -1.2% |
| 6M | +3.9% | -12.9% | +16.8% | +3.9% |
| YTD | +21.4% | +16.8% | +4.7% | +16.3% |
| 1Y | +9.7% | +29.8% | -20.2% | +3.3% |
| All | +9.7% | +28.8% | -19.1% | +3.3% |
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