-100.0%
DFNS vs AEIS
+219.3%
-319.3%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +11.3% | -14.3% | -1.7% |
| 7D | -42.8% | +1.0% | -43.8% | -42.8% |
| 30D | -67.6% | -24.0% | -43.5% | -68.9% |
| 3M | -94.9% | -32.5% | -62.4% | -95.2% |
| 6M | -96.7% | -38.6% | -58.2% | -96.8% |
| YTD | -99.6% | +4.8% | -104.5% | -99.6% |
| 1Y | -99.7% | +1.3% | -101.1% | -99.7% |
| 3Y | -100.0% | +159.2% | -259.2% | -100.0% |
| 5Y | -100.0% | +140.8% | -240.8% | -100.0% |
| All | -100.0% | +219.3% | -319.3% | -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 all: 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…
all analysis · Full analysis span regression · 6 months rolling