+95.6%
DG vs AEIS
+531.1%
-435.4%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.1% | +2.9% | -0.9% |
| 7D | -6.3% | -0.2% | -6.1% | -6.3% |
| 30D | +2.4% | -16.4% | +18.8% | +4.1% |
| 3M | +12.4% | -11.1% | +23.6% | +12.4% |
| 6M | -14.9% | -12.0% | -2.9% | -15.5% |
| YTD | -6.1% | +30.9% | -36.9% | -11.7% |
| 1Y | +17.9% | +74.3% | -56.5% | +6.3% |
| 3Y | +3.1% | +165.2% | -162.0% | -14.3% |
| 5Y | -38.7% | +220.0% | -258.7% | -51.5% |
| All | +95.6% | +531.1% | -435.4% | +14.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded AEIS 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling