-100.0%
DFNS vs AEM
+197.3%
-297.2%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.5% | 0.0% | -5.5% | -5.5% |
| 7D | -6.0% | -6.8% | +0.9% | -6.8% |
| 30D | -71.2% | +0.8% | -72.0% | -71.0% |
| 3M | -94.5% | -0.8% | -93.7% | -94.5% |
| 6M | -96.5% | -8.5% | -88.0% | -96.7% |
| YTD | -99.6% | +5.9% | -105.6% | -99.6% |
| 1Y | -99.7% | +6.6% | -106.3% | -99.7% |
| 3Y | -100.0% | +302.2% | -402.2% | -100.0% |
| 5Y | -100.0% | +250.8% | -350.8% | -100.0% |
| All | -100.0% | +197.3% | -297.2% | -100.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling