-100.0%
DFNS vs AEM
+327.2%
-427.1%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -5.1% | +18.0% | +11.5% |
| 7D | -37.0% | +13.9% | -50.8% | -34.5% |
| 30D | -63.4% | +0.8% | -64.2% | -62.7% |
| 3M | -94.1% | +5.8% | -99.8% | -93.8% |
| 6M | -96.3% | -1.0% | -95.4% | -96.7% |
| YTD | -99.6% | +13.1% | -112.6% | -99.5% |
| 1Y | -99.7% | +14.4% | -114.1% | -99.7% |
| 3Y | -100.0% | +325.7% | -425.7% | -99.6% |
| All | -100.0% | +327.2% | -427.1% | -99.6% |
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