-100.0%
DFNS vs AEE
+77.1%
-177.0%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | +1.1% | -6.6% | -4.6% |
| 7D | -6.0% | +1.7% | -7.7% | -4.6% |
| 30D | -71.2% | +9.7% | -80.9% | -68.8% |
| 3M | -94.5% | +5.9% | -100.5% | -94.2% |
| 6M | -96.5% | +6.7% | -103.2% | -96.2% |
| YTD | -99.6% | +17.4% | -117.0% | -99.6% |
| 1Y | -99.7% | +12.7% | -112.3% | -99.6% |
| 3Y | -100.0% | +68.2% | -168.2% | -100.0% |
| 5Y | -100.0% | +57.3% | -157.3% | -100.0% |
| All | -100.0% | +77.1% | -177.0% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling