-99.9%
DFNS vs AEIS
+173.5%
-273.4%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +2.8% | -3.6% | 0.0% |
| 7D | +0.8% | +8.1% | -7.3% | +3.1% |
| 30D | -73.2% | -11.1% | -62.1% | -74.7% |
| 3M | -72.4% | -5.6% | -66.8% | -71.0% |
| 6M | -95.2% | -0.6% | -94.6% | -94.9% |
| YTD | -98.0% | +38.0% | -136.0% | -97.7% |
| 1Y | -98.3% | +87.2% | -185.5% | -97.8% |
| 3Y | -99.9% | +179.7% | -279.6% | -99.8% |
| All | -99.9% | +173.5% | -273.4% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling