+248.1%
DGX vs AEIS
+562.2%
-314.1%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | +4.9% | -3.3% | +1.1% |
| 7D | -0.9% | +2.3% | -3.2% | -1.2% |
| 30D | -1.2% | -14.8% | +13.7% | +0.6% |
| 3M | +15.8% | -15.6% | +31.4% | +16.9% |
| 6M | +18.2% | -8.7% | +26.9% | +17.1% |
| YTD | +37.2% | +37.3% | -0.1% | +27.5% |
| 1Y | +30.4% | +80.3% | -50.0% | +15.6% |
| 3Y | +96.7% | +177.9% | -81.2% | +58.0% |
| 5Y | +67.2% | +235.8% | -168.7% | +26.5% |
| All | +248.1% | +562.2% | -314.1% | +103.6% |
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