+101.5%
DG vs AEIS
+350.2%
-248.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.8% | -2.0% |
| 7D | -2.5% | +23.2% | -25.7% | -4.2% |
| 30D | +7.7% | -17.0% | +24.7% | +8.9% |
| 3M | +13.1% | -32.2% | +45.3% | +16.2% |
| 6M | +32.0% | -32.6% | +64.6% | +34.4% |
| YTD | +3.3% | +9.4% | -6.0% | -2.0% |
| 1Y | +31.7% | +7.7% | +24.0% | +25.0% |
| 3Y | +21.7% | +157.9% | -136.3% | -0.1% |
| 5Y | -34.7% | +154.8% | -189.5% | -47.5% |
| All | +101.5% | +350.2% | -248.8% | +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