+2,766.8%
AEIS vs DAR
+702.3%
+2,064.5%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -0.9% | +3.3% | +2.5% |
| 7D | +3.0% | +1.4% | +1.6% | +2.8% |
| 30D | -14.6% | +12.8% | -27.4% | -16.0% |
| 3M | -12.4% | +7.4% | -19.8% | -13.4% |
| 6M | -15.0% | +22.3% | -37.2% | -17.3% |
| YTD | +34.3% | +81.1% | -46.8% | +24.6% |
| 1Y | +87.4% | +106.5% | -19.1% | +70.7% |
| 3Y | +139.8% | +5.3% | +134.5% | +134.2% |
| 5Y | +220.7% | -11.5% | +232.3% | +217.6% |
| 10Y | +531.6% | +353.3% | +178.3% | +433.2% |
| All | +2,766.8% | +702.3% | +2,064.5% | +1,902.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling