+551.6%
AEIS vs DTE
+137.8%
+413.8%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -1.3% | +6.2% | +5.6% |
| 7D | +2.3% | -2.6% | +4.8% | +3.6% |
| 30D | -14.8% | -4.4% | -10.4% | -12.8% |
| 3M | -15.6% | -8.3% | -7.2% | -12.3% |
| 6M | -8.7% | -8.1% | -0.6% | -5.3% |
| YTD | +37.3% | +4.4% | +32.9% | +33.2% |
| 1Y | +80.3% | +0.2% | +80.2% | +78.3% |
| 3Y | +177.9% | +42.6% | +135.3% | +122.9% |
| 5Y | +235.8% | +31.5% | +204.4% | +175.1% |
| All | +551.6% | +137.8% | +413.8% | +306.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 DTE 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