+64.1%
DIA vs AEIS
+228.8%
-164.7%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.8% | -3.9% | -1.6% |
| 7D | +0.1% | +8.1% | -8.1% | -1.4% |
| 30D | -2.1% | -11.1% | +9.1% | -0.3% |
| 3M | +4.2% | -5.6% | +9.8% | +3.4% |
| 6M | +11.9% | -0.6% | +12.5% | +8.5% |
| YTD | +10.8% | +38.0% | -27.2% | -0.8% |
| 1Y | +17.5% | +87.2% | -69.7% | -2.9% |
| 3Y | +59.9% | +179.7% | -119.7% | +15.2% |
| 5Y | +64.1% | +241.7% | -177.6% | +6.8% |
| All | +64.1% | +228.8% | -164.7% | +6.8% |
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 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