-98.2%
DFNS vs AEM
+28.8%
-127.0%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.9% | +4.5% | +4.0% |
| 7D | -3.3% | -5.0% | +1.7% | +0.8% |
| 30D | -73.1% | +8.5% | -81.6% | -75.2% |
| 3M | -71.4% | +29.3% | -100.6% | -76.9% |
| 6M | -93.8% | -12.9% | -80.9% | -93.8% |
| YTD | -98.0% | +16.8% | -114.8% | -98.6% |
| 1Y | -98.2% | +29.8% | -128.0% | -98.9% |
| All | -98.2% | +28.8% | -127.0% | -98.9% |
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