+2,814.0%
AEIS vs DTE
+1,796.6%
+1,017.3%
-92.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 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