+203.8%
DHR vs AEIS
+562.2%
-358.4%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +4.9% | -5.1% | -1.1% |
| 7D | -3.6% | +2.3% | -5.9% | -4.1% |
| 30D | -2.7% | -14.8% | +12.1% | 0.0% |
| 3M | +10.9% | -15.6% | +26.5% | +12.2% |
| 6M | +3.0% | -8.7% | +11.7% | +1.1% |
| YTD | -12.2% | +37.3% | -49.5% | -22.2% |
| 1Y | +3.3% | +80.3% | -77.0% | -14.9% |
| 3Y | -8.2% | +177.9% | -186.2% | -33.7% |
| 5Y | -29.9% | +235.8% | -265.7% | -52.4% |
| All | +203.8% | +562.2% | -358.4% | +57.0% |
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 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