-95.4%
DFNS vs AEP
+0.3%
-95.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +12.7% | +1.1% | +11.7% | +17.0% |
| 7D | -13.0% | +0.7% | -13.7% | -13.3% |
| 30D | -56.9% | +4.8% | -61.7% | -48.6% |
| 3M | -93.2% | +5.4% | -98.6% | -92.2% |
| 6M | -95.4% | +0.4% | -95.8% | -96.2% |
| All | -95.4% | +0.3% | -95.8% | -96.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling