+122.8%
DAL vs AEIS
+320.4%
-197.6%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | +6.1% | -4.0% | -0.2% |
| 7D | +8.8% | -11.3% | +20.1% | +12.6% |
| 30D | +5.4% | -32.6% | +38.0% | +20.8% |
| 3M | -4.9% | -39.2% | +34.2% | +12.2% |
| 6M | +19.8% | -45.4% | +65.2% | +42.7% |
| YTD | +27.0% | -5.8% | +32.8% | +15.9% |
| 1Y | +52.5% | -10.0% | +62.4% | +41.7% |
| 3Y | +173.8% | +121.2% | +52.7% | +63.7% |
| 5Y | +104.5% | +110.6% | -6.1% | +21.3% |
| All | +122.8% | +320.4% | -197.6% | -13.7% |
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