+57.9%
DIA vs AEIS
+142.3%
-84.4%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.0% | +4.1% | +0.8% |
| 7D | +2.1% | +11.5% | -9.4% | +0.2% |
| 30D | +1.5% | -15.8% | +17.2% | +3.6% |
| 3M | -2.4% | -33.3% | +30.9% | +3.3% |
| 6M | +6.0% | -35.2% | +41.2% | +10.9% |
| YTD | +10.1% | +5.0% | +5.0% | +2.1% |
| 1Y | +11.8% | +8.5% | +3.3% | +2.8% |
| 3Y | +59.7% | +152.9% | -93.2% | +14.0% |
| All | +57.9% | +142.3% | -84.4% | +8.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling