+244.3%
DIA vs AEIS
+531.1%
-286.8%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -4.1% | +3.5% | +0.3% |
| 7D | -3.0% | -0.2% | -2.8% | -3.0% |
| 30D | -3.0% | -16.4% | +13.4% | +0.5% |
| 3M | +4.5% | -11.1% | +15.6% | +5.0% |
| 6M | +9.8% | -12.0% | +21.8% | +9.2% |
| YTD | +9.3% | +30.9% | -21.6% | -2.1% |
| 1Y | +16.0% | +74.3% | -58.4% | -4.3% |
| 3Y | +57.7% | +165.2% | -107.4% | +12.6% |
| 5Y | +63.8% | +220.0% | -156.3% | +7.9% |
| All | +244.3% | +531.1% | -286.8% | +69.2% |
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 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