+100.8%
DG vs AEIS
+332.3%
-231.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.0% | +3.6% | 0.0% |
| 7D | +0.3% | +11.5% | -11.2% | -0.6% |
| 30D | +3.2% | -15.8% | +19.0% | +4.2% |
| 3M | +10.4% | -33.3% | +43.7% | +13.6% |
| 6M | +33.2% | -35.2% | +68.4% | +36.0% |
| YTD | +3.0% | +5.0% | -2.1% | -2.0% |
| 1Y | +31.2% | +8.5% | +22.7% | +24.3% |
| 3Y | +21.8% | +152.9% | -131.1% | 0.0% |
| 5Y | -35.0% | +144.6% | -179.6% | -47.5% |
| All | +100.8% | +332.3% | -231.6% | +18.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling