+3,595.6%
DLR vs AEM
+1,672.6%
+1,923.0%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.2% | +1.5% | +0.5% |
| 7D | +1.6% | -0.5% | +2.1% | +1.6% |
| 30D | -3.4% | +24.0% | -27.4% | -6.1% |
| 3M | +0.5% | +16.1% | -15.6% | -1.7% |
| 6M | +4.6% | -11.6% | +16.2% | +5.5% |
| YTD | +23.4% | +21.5% | +1.9% | +19.4% |
| 1Y | +19.0% | +39.2% | -20.2% | +12.9% |
| 3Y | +56.5% | +347.4% | -290.9% | +27.3% |
| 5Y | +33.3% | +290.1% | -256.8% | +8.8% |
| 10Y | +165.1% | +357.8% | -192.6% | +105.2% |
| All | +3,595.6% | +1,672.6% | +1,923.0% | +1,987.3% |
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 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