-99.9%
DFNS vs AEE
+61.9%
-161.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.8% | +0.6% |
| 7D | -3.3% | -0.7% | -2.7% | -3.8% |
| 30D | -73.1% | -2.0% | -71.1% | -73.4% |
| 3M | -71.4% | -2.8% | -68.5% | -71.0% |
| 6M | -93.8% | -3.6% | -90.3% | -93.8% |
| YTD | -98.0% | +7.3% | -105.4% | -97.9% |
| 1Y | -98.2% | +8.7% | -106.9% | -98.0% |
| 3Y | -99.9% | +46.0% | -145.9% | -99.9% |
| 5Y | -99.9% | +39.8% | -139.6% | -99.8% |
| All | -99.9% | +61.9% | -161.8% | -99.8% |
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