+554.7%
AEIS vs DAR
+364.6%
+190.1%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +0.6% | -1.7% | -1.4% |
| 7D | +6.5% | -0.2% | +6.6% | +6.5% |
| 30D | -9.2% | +7.4% | -16.6% | -12.6% |
| 3M | -8.3% | +15.7% | -24.0% | -15.3% |
| 6M | -6.3% | +30.0% | -36.4% | -18.7% |
| YTD | +36.5% | +87.5% | -51.0% | -0.6% |
| 1Y | +84.8% | +113.4% | -28.6% | +24.8% |
| 3Y | +176.6% | +15.3% | +161.3% | +138.4% |
| 5Y | +237.1% | -4.3% | +241.4% | +198.5% |
| 10Y | +554.7% | +380.2% | +174.5% | +127.3% |
| All | +554.7% | +364.6% | +190.1% | +127.3% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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