-96.0%
DFNS vs AEM
-1.9%
-94.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.8% | -5.1% | +18.0% | +16.3% |
| 7D | -37.0% | +13.9% | -50.8% | -46.0% |
| 30D | -63.4% | +0.8% | -64.2% | -65.0% |
| 3M | -94.1% | +5.8% | -99.8% | -95.0% |
| All | -96.0% | -1.9% | -94.0% | -97.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling