-99.9%
DFNS vs AEE
+48.8%
-148.7%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +1.0% | -1.7% | +0.8% |
| 7D | +0.8% | +1.3% | -0.5% | +3.0% |
| 30D | -73.2% | -1.2% | -72.0% | -73.6% |
| 3M | -72.4% | +1.0% | -73.5% | -70.3% |
| 6M | -95.2% | -2.3% | -92.9% | -95.0% |
| YTD | -98.0% | +9.1% | -107.1% | -97.6% |
| 1Y | -98.3% | +10.6% | -108.8% | -97.9% |
| All | -99.9% | +48.8% | -148.7% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling