-29.3%
DASH vs AEIS
+142.3%
-171.7%
-82.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| 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% | -2.9% |
| 3M | -20.7% | -33.3% | +12.6% | -10.9% |
| 6M | +15.1% | -35.2% | +50.2% | +24.0% |
| YTD | -24.3% | +5.0% | -29.3% | -41.6% |
| 1Y | -12.1% | +8.5% | -20.6% | -33.8% |
| 3Y | +91.1% | +152.9% | -61.8% | -31.6% |
| All | -29.3% | +142.3% | -171.7% | -77.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling