+18.6%
DIA vs AEIS
+93.3%
-74.7%
-9.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.7% |
| 7D | -0.2% | +3.0% | -3.1% | -0.4% |
| 30D | -1.5% | -14.6% | +13.1% | -0.4% |
| 3M | +3.8% | -12.4% | +16.2% | +3.8% |
| 6M | +10.3% | -15.0% | +25.2% | +9.8% |
| YTD | +12.1% | +34.3% | -22.2% | +6.5% |
| 1Y | +18.6% | +87.4% | -68.7% | +9.8% |
| All | +18.6% | +93.3% | -74.7% | +9.8% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling