+67.3%
DVN vs AEM
+378.0%
-310.7%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.9% | -1.5% | +0.2% |
| 7D | +4.5% | -2.1% | +6.6% | +4.8% |
| 30D | +12.0% | +8.4% | +3.5% | +10.5% |
| 3M | +13.4% | +27.3% | -13.9% | +8.9% |
| 6M | +12.1% | -9.7% | +21.8% | +12.8% |
| YTD | +38.8% | +19.0% | +19.9% | +32.2% |
| 1Y | +46.0% | +31.5% | +14.6% | +35.6% |
| 3Y | +9.5% | +338.7% | -329.2% | -22.3% |
| 5Y | +125.3% | +307.4% | -182.2% | +59.9% |
| All | +67.3% | +378.0% | -310.7% | +13.6% |
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