-98.3%
DFNS vs AEP
+16.1%
-114.4%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -0.2% | +0.8% | +0.2% |
| 7D | -16.0% | +1.8% | -17.8% | -12.0% |
| 30D | -77.7% | -0.8% | -76.9% | -78.1% |
| 3M | -77.2% | -1.8% | -75.3% | -78.8% |
| 6M | -95.2% | -5.4% | -89.8% | -95.5% |
| YTD | -98.0% | +10.4% | -108.4% | -98.0% |
| 1Y | -98.3% | +18.2% | -116.4% | -98.1% |
| All | -98.3% | +16.1% | -114.4% | -98.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 1y: compounded portfolio wealth divided by compounded AEP 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…
1y analysis · Full analysis span regression · 6 months rolling