-10.8%
DOW vs AEM
+450.8%
-461.6%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.2% | -1.9% | -2.9% |
| 7D | -2.4% | -0.5% | -1.9% | -2.4% |
| 30D | +0.4% | +24.0% | -23.6% | -1.9% |
| 3M | -14.4% | +16.1% | -30.5% | -15.9% |
| 6M | -7.0% | -11.6% | +4.6% | -6.2% |
| YTD | +30.2% | +21.5% | +8.7% | +25.7% |
| 1Y | +29.2% | +39.2% | -10.0% | +22.1% |
| 3Y | -36.7% | +347.4% | -384.1% | -50.0% |
| 5Y | -37.7% | +290.1% | -327.8% | -50.8% |
| All | -10.8% | +450.8% | -461.6% | -31.5% |
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 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