+607.9%
DG vs AEIS
+1,788.6%
-1,180.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +1.1% | -0.6% | +0.4% |
| 7D | +5.2% | -6.9% | +12.1% | +5.6% |
| 30D | +7.9% | -23.2% | +31.1% | +10.0% |
| 3M | +12.7% | -29.5% | +42.2% | +15.4% |
| 6M | +22.4% | -37.9% | +60.3% | +25.8% |
| YTD | +5.4% | +6.0% | -0.6% | +0.8% |
| 1Y | +39.4% | +1.2% | +38.2% | +33.9% |
| 3Y | +24.1% | +150.0% | -125.8% | +4.1% |
| 5Y | -32.2% | +141.9% | -174.0% | -43.8% |
| 10Y | +111.8% | +356.2% | -244.4% | +51.9% |
| All | +607.9% | +1,788.6% | -1,180.7% | +305.0% |
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