-99.7%
DFNS vs AEIS
-1.0%
-98.7%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | +1.1% | +11.7% | +13.0% |
| 7D | -37.0% | -6.9% | -30.1% | -38.1% |
| 30D | -63.4% | -23.2% | -40.2% | -66.2% |
| 3M | -94.1% | -29.5% | -64.6% | -94.8% |
| 6M | -96.3% | -37.9% | -58.4% | -96.3% |
| YTD | -99.6% | +6.0% | -105.5% | -99.6% |
| 1Y | -99.7% | +1.2% | -100.9% | -99.7% |
| All | -99.7% | -1.0% | -98.7% | -99.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling