+9,431.7%
DGX vs AEIS
+4,710.8%
+4,720.9%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.8% | -3.5% | -1.0% |
| 7D | -0.3% | +8.1% | -8.4% | -1.1% |
| 30D | -1.2% | -11.1% | +9.9% | -0.2% |
| 3M | +19.9% | -5.6% | +25.5% | +19.4% |
| 6M | +19.2% | -0.6% | +19.9% | +17.4% |
| YTD | +37.5% | +38.0% | -0.5% | +30.4% |
| 1Y | +31.3% | +87.2% | -55.9% | +20.0% |
| 3Y | +96.6% | +179.7% | -83.1% | +69.0% |
| 5Y | +64.3% | +241.7% | -177.5% | +36.3% |
| 10Y | +241.1% | +547.2% | -306.1% | +153.5% |
| All | +9,431.7% | +4,710.8% | +4,720.9% | +4,740.2% |
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