-99.9%
DFNS vs AEP
+64.9%
-164.8%
-100.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.6% | -4.0% | -5.1% |
| 7D | +4.6% | +0.9% | +3.8% | +5.3% |
| 30D | -73.9% | +1.5% | -75.4% | -73.5% |
| 3M | -71.7% | -1.7% | -70.0% | -71.7% |
| 6M | -94.6% | -4.0% | -90.5% | -94.6% |
| YTD | -98.1% | +10.6% | -108.7% | -98.0% |
| 1Y | -98.3% | +18.6% | -116.9% | -98.1% |
| 3Y | -99.9% | +78.7% | -178.6% | -99.9% |
| 5Y | -99.9% | +65.1% | -164.9% | -99.8% |
| All | -99.9% | +64.9% | -164.8% | -99.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling