-4.5%
DASH vs AEIS
+117.0%
-121.5%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +11.3% | -10.6% | -3.3% |
| 7D | -4.8% | +1.0% | -5.8% | -6.4% |
| 30D | -7.9% | -24.0% | +16.1% | -0.2% |
| 3M | -16.3% | -32.5% | +16.2% | -6.7% |
| 6M | +10.4% | -38.6% | +49.0% | +22.0% |
| YTD | -20.1% | +4.8% | -24.9% | -36.3% |
| 1Y | -11.4% | +1.3% | -12.8% | -28.4% |
| 3Y | +114.1% | +159.2% | -45.1% | -11.1% |
| 5Y | -5.8% | +140.8% | -146.6% | -60.2% |
| All | -4.5% | +117.0% | -121.5% | -60.6% |
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