-100.0%
DFNS vs AEE
+74.8%
-174.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.4% | +13.1% | +12.5% |
| 7D | -13.0% | +0.2% | -13.2% | -12.8% |
| 30D | -56.9% | +9.7% | -66.6% | -53.3% |
| 3M | -93.2% | +5.8% | -99.0% | -92.8% |
| 6M | -95.4% | +4.5% | -99.9% | -95.1% |
| YTD | -99.5% | +15.8% | -115.3% | -99.4% |
| 1Y | -99.6% | +10.8% | -110.4% | -99.6% |
| 3Y | -100.0% | +62.8% | -162.8% | -100.0% |
| 5Y | -100.0% | +56.1% | -156.1% | -100.0% |
| All | -100.0% | +74.8% | -174.7% | -100.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling