-100.0%
DFNS vs AEIS
+219.9%
-319.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | -4.0% | -1.5% | -5.9% |
| 7D | -6.0% | +11.5% | -17.5% | -4.8% |
| 30D | -71.2% | -15.8% | -55.4% | -72.0% |
| 3M | -94.5% | -33.3% | -61.2% | -94.9% |
| 6M | -96.5% | -35.2% | -61.3% | -96.6% |
| YTD | -99.6% | +5.0% | -104.6% | -99.6% |
| 1Y | -99.7% | +8.5% | -108.2% | -99.7% |
| 3Y | -100.0% | +152.9% | -252.9% | -100.0% |
| 5Y | -100.0% | +144.6% | -244.6% | -100.0% |
| All | -100.0% | +219.9% | -319.8% | -100.0% |
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