-9.5%
DASH vs AEIS
+117.3%
-126.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.0% | +3.4% | +0.8% |
| 7D | -4.5% | +11.5% | -16.0% | -8.5% |
| 30D | -6.8% | -15.8% | +9.0% | -3.0% |
| 3M | -20.7% | -33.3% | +12.6% | -11.1% |
| 6M | +15.1% | -35.2% | +50.2% | +23.9% |
| YTD | -24.3% | +5.0% | -29.3% | -39.8% |
| 1Y | -12.1% | +8.5% | -20.6% | -31.5% |
| 3Y | +91.1% | +152.9% | -61.8% | -19.3% |
| 5Y | -30.3% | +144.6% | -174.9% | -70.7% |
| All | -9.5% | +117.3% | -126.8% | -62.8% |
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