+583.4%
DG vs AEIS
+2,293.0%
-1,709.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.4% | -0.9% | +1.2% |
| 7D | +8.4% | +3.0% | +5.4% | +8.1% |
| 30D | +4.9% | -14.6% | +19.6% | +6.4% |
| 3M | +29.3% | -12.4% | +41.8% | +29.6% |
| 6M | -11.3% | -15.0% | +3.7% | -11.4% |
| YTD | +1.8% | +34.3% | -32.5% | -4.1% |
| 1Y | +25.3% | +87.4% | -62.0% | +13.1% |
| 3Y | +9.1% | +139.8% | -130.7% | -6.6% |
| 5Y | -34.9% | +220.7% | -255.6% | -47.2% |
| 10Y | +108.2% | +531.6% | -423.4% | +45.7% |
| All | +583.4% | +2,293.0% | -1,709.6% | +285.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling