-99.6%
DFNS vs AEE
+13.9%
-113.5%
-99.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -18.3% | +2.5% | -20.8% | -10.8% |
| 7D | -27.7% | +4.7% | -32.4% | -15.3% |
| 30D | -58.0% | +13.4% | -71.4% | -36.6% |
| 3M | -94.0% | +4.1% | -98.0% | -93.2% |
| 6M | -94.6% | +2.0% | -96.6% | -93.5% |
| YTD | -99.4% | +15.6% | -115.1% | -99.2% |
| 1Y | -99.6% | +14.1% | -113.8% | -99.5% |
| All | -99.6% | +13.9% | -113.5% | -99.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling