+104.3%
DAL vs AEIS
+332.3%
-228.0%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.6% | +1.2% |
| 7D | -1.1% | +11.5% | -12.6% | -5.4% |
| 30D | +12.8% | -15.8% | +28.6% | +18.2% |
| 3M | -5.3% | -33.3% | +28.0% | +7.7% |
| 6M | +22.4% | -35.2% | +57.6% | +35.7% |
| YTD | +25.6% | +5.0% | +20.6% | +9.6% |
| 1Y | +45.5% | +8.5% | +37.0% | +25.1% |
| 3Y | +161.0% | +152.9% | +8.1% | +47.7% |
| 5Y | +112.2% | +144.6% | -32.4% | +18.4% |
| All | +104.3% | +332.3% | -228.0% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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