+42.1%
DLR vs AEM
+296.4%
-254.3%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.6% | -0.3% |
| 7D | +2.9% | +3.0% | -0.1% | +2.3% |
| 30D | -1.2% | +12.5% | -13.6% | -3.5% |
| 3M | +2.9% | +26.9% | -24.0% | -2.1% |
| 6M | +6.7% | -9.4% | +16.1% | +7.6% |
| YTD | +23.9% | +20.3% | +3.6% | +17.5% |
| 1Y | +18.6% | +33.8% | -15.1% | +9.6% |
| 3Y | +59.7% | +349.8% | -290.1% | +10.1% |
| 5Y | +42.1% | +301.0% | -259.0% | -3.2% |
| All | +42.1% | +296.4% | -254.3% | -3.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling