-99.6%
DFNS vs AEE
+11.8%
-111.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | -0.4% | +13.1% | +11.7% |
| 7D | -13.0% | +0.2% | -13.2% | -12.4% |
| 30D | -56.9% | +9.7% | -66.6% | -41.6% |
| 3M | -93.2% | +5.8% | -99.0% | -91.9% |
| 6M | -95.4% | +4.5% | -99.9% | -94.5% |
| YTD | -99.5% | +15.8% | -115.3% | -99.4% |
| 1Y | -99.6% | +10.8% | -110.4% | -99.5% |
| All | -99.6% | +11.8% | -111.4% | -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