-10.2%
DOW vs AEM
+429.2%
-439.4%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -2.9% | +3.7% | +1.1% |
| 7D | -2.4% | -5.0% | +2.7% | -1.9% |
| 30D | -4.1% | +8.5% | -12.5% | -5.0% |
| 3M | -12.4% | +29.3% | -41.7% | -15.0% |
| 6M | -10.6% | -12.9% | +2.3% | -9.8% |
| YTD | +31.1% | +16.8% | +14.3% | +27.1% |
| 1Y | +30.5% | +29.8% | +0.7% | +24.3% |
| 3Y | -34.4% | +336.7% | -371.1% | -48.1% |
| 5Y | -35.5% | +299.9% | -335.4% | -49.2% |
| All | -10.2% | +429.2% | -439.4% | -30.8% |
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