+153.0%
DASH vs AEIS
+142.1%
+10.9%
-48.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +2.4% | -7.0% | -5.1% |
| 7D | -10.6% | +3.0% | -13.5% | -11.1% |
| 30D | +2.2% | -14.6% | +16.8% | +5.1% |
| 3M | +32.3% | -12.4% | +44.7% | +32.2% |
| 6M | +19.1% | -15.0% | +34.1% | +17.6% |
| YTD | -6.5% | +34.3% | -40.8% | -23.1% |
| 1Y | -14.9% | +87.4% | -102.3% | -39.7% |
| All | +153.0% | +142.1% | +10.9% | +38.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling