-99.9%
DFNS vs AEIS
+318.3%
-418.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.5% | +4.9% | -7.5% | -1.7% |
| 7D | -6.3% | +2.3% | -8.6% | -5.9% |
| 30D | -74.0% | -14.8% | -59.1% | -75.0% |
| 3M | -70.1% | -15.6% | -54.6% | -69.7% |
| 6M | -93.9% | -8.7% | -85.2% | -93.7% |
| YTD | -98.1% | +37.3% | -135.4% | -98.0% |
| 1Y | -98.3% | +80.3% | -178.6% | -98.1% |
| 3Y | -99.9% | +177.9% | -277.8% | -99.9% |
| 5Y | -99.9% | +235.8% | -335.7% | -99.8% |
| All | -99.9% | +318.3% | -418.1% | -99.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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