-94.1%
DFNS vs AEM
+7.0%
-101.1%
-94.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -5.1% | +18.0% | +11.1% |
| 7D | -37.0% | +13.9% | -50.8% | -35.5% |
| 30D | -63.4% | +0.8% | -64.2% | -61.8% |
| 3M | -94.1% | +5.8% | -99.8% | -94.1% |
| All | -94.1% | +7.0% | -101.1% | -94.1% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling