-98.3%
DFNS vs AEP
+19.8%
-118.1%
-99.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -6.1% |
| 7D | +4.6% | +0.9% | +3.8% | +6.7% |
| 30D | -73.9% | +1.5% | -75.4% | -72.7% |
| 3M | -71.7% | -1.7% | -70.0% | -73.7% |
| 6M | -94.6% | -4.0% | -90.5% | -95.0% |
| YTD | -98.1% | +10.6% | -108.7% | -98.1% |
| 1Y | -98.3% | +18.6% | -116.9% | -98.0% |
| All | -98.3% | +19.8% | -118.1% | -98.0% |
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