-99.9%
DFNS vs AEM
+349.6%
-449.5%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.4% | +0.6% | -1.1% |
| 7D | +0.8% | +4.3% | -3.5% | +1.6% |
| 30D | -73.2% | +13.1% | -86.4% | -72.4% |
| 3M | -72.4% | +24.8% | -97.2% | -72.5% |
| 6M | -95.2% | -8.2% | -87.0% | -96.1% |
| YTD | -98.0% | +19.8% | -117.8% | -97.9% |
| 1Y | -98.3% | +32.1% | -130.3% | -98.1% |
| 3Y | -99.9% | +348.2% | -448.1% | -99.0% |
| All | -99.9% | +349.6% | -449.5% | -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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling