-98.3%
DFNS vs AEM
+40.5%
-138.8%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.7% | +1.6% |
| 7D | -16.0% | -0.5% | -15.5% | -15.2% |
| 30D | -77.7% | +24.0% | -101.7% | -82.0% |
| 3M | -77.2% | +16.1% | -93.3% | -80.5% |
| 6M | -95.2% | -11.6% | -83.6% | -95.2% |
| YTD | -98.0% | +21.5% | -119.5% | -98.6% |
| 1Y | -98.3% | +39.2% | -137.4% | -99.0% |
| All | -98.3% | +40.5% | -138.8% | -99.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 AEM 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