+54.4%
DLR vs AEM
+301.1%
-246.7%
-29.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | 0.0% | -1.9% | -1.9% |
| 7D | +3.3% | -6.8% | +10.2% | +4.4% |
| 30D | +4.6% | +0.8% | +3.8% | +4.2% |
| 3M | -8.3% | -0.8% | -7.4% | -8.5% |
| 6M | -5.6% | -8.5% | +2.9% | -5.1% |
| YTD | +18.7% | +5.9% | +12.8% | +15.7% |
| 1Y | +17.1% | +6.6% | +10.5% | +13.9% |
| 3Y | +54.4% | +302.2% | -247.8% | +14.5% |
| All | +54.4% | +301.1% | -246.7% | +14.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling