-99.9%
DFNS vs AEM
+227.6%
-327.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.5% | +1.3% |
| 7D | -3.3% | -5.0% | +1.7% | -3.8% |
| 30D | -73.1% | +8.5% | -81.6% | -72.8% |
| 3M | -71.4% | +29.3% | -100.6% | -71.1% |
| 6M | -93.8% | -12.9% | -80.9% | -94.4% |
| YTD | -98.0% | +16.8% | -114.8% | -98.0% |
| 1Y | -98.2% | +29.8% | -128.0% | -98.1% |
| 3Y | -99.9% | +336.7% | -436.6% | -99.8% |
| 5Y | -99.9% | +299.9% | -399.8% | -99.8% |
| All | -99.9% | +227.6% | -327.5% | -99.8% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling