Skip to content
BMarker
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
Menu
TransactionsPerformanceSharingStocks & ETFsDemoPricingAPI Docs
Open app
  • AEIS vs DTE✓SelectedUSD · DTEAEIS vs DTE performance historyLatest closeAs of-1.11%09/09
Stock and ETF performance explorer

AEIS vs DTE

vs
1w1mo3mo6mo1y3y5y10yallcustom
Portfolio return
+2,814.0%
DTE return
+1,796.6%
Excess return
+1,017.3%
Maximum drawdown
-92.5%

Performance

Returns, benchmark comparison, and relative performance.

Performance by timeframe

Returns for all.

Portfolio and benchmark returns by period
PeriodPortfolioDTEExcessAlpha
1D-1.1%-0.9%-0.2%-0.7%
7D+6.5%0.0%+6.5%+6.5%
30D-9.2%-0.5%-8.7%-8.9%
3M-8.3%-6.0%-2.3%-5.7%
6M-6.3%-7.2%+0.9%-3.1%
YTD+36.5%+7.2%+29.3%+30.7%
1Y+84.8%+4.1%+80.7%+79.3%
3Y+176.6%+46.9%+129.7%+119.0%
5Y+237.1%+32.9%+204.2%+176.1%
10Y+554.7%+144.5%+410.2%+271.4%
All+2,814.0%+1,796.6%+1,017.3%+722.5%

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 all: 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…

all analysis · Full analysis span regression · 6 months rolling