+1,196.2%
DVN vs AEM
+3,500.5%
-2,304.3%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.4% | +0.8% | +1.1% |
| 7D | -0.1% | +3.0% | -3.1% | -0.5% |
| 30D | +8.0% | +12.5% | -4.5% | +6.0% |
| 3M | +11.9% | +26.9% | -15.0% | +7.5% |
| 6M | +10.6% | -9.4% | +20.1% | +10.7% |
| YTD | +35.4% | +20.3% | +15.1% | +29.5% |
| 1Y | +46.5% | +33.8% | +12.7% | +37.3% |
| 3Y | +3.0% | +349.8% | -346.9% | -20.4% |
| 5Y | +120.5% | +301.0% | -180.5% | +71.8% |
| 10Y | +62.5% | +376.1% | -313.6% | +18.8% |
| All | +1,196.2% | +3,500.5% | -2,304.3% | +605.5% |
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