+744.0%
DD vs AEIS
+2,566.8%
-1,822.8%
-86.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.4% | -2.1% | -0.1% |
| 7D | -3.5% | +3.0% | -6.5% | -4.0% |
| 30D | -10.3% | -14.6% | +4.3% | -7.9% |
| 3M | -7.5% | -12.4% | +4.9% | -6.7% |
| 6M | -8.0% | -15.0% | +7.0% | -7.3% |
| YTD | +10.5% | +34.3% | -23.8% | +2.2% |
| 1Y | +38.3% | +87.4% | -49.1% | +20.0% |
| 3Y | +42.5% | +139.8% | -97.3% | +16.7% |
| 5Y | +60.2% | +220.7% | -160.6% | +23.8% |
| 10Y | +68.9% | +531.6% | -462.7% | +12.9% |
| All | +744.0% | +2,566.8% | -1,822.8% | +320.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling