+1,129.1%
DIA vs AEIS
+2,094.7%
-965.6%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.9% |
| 7D | -0.2% | +3.0% | -3.1% | -0.6% |
| 30D | -1.5% | -14.6% | +13.1% | +0.6% |
| 3M | +3.8% | -12.4% | +16.2% | +4.5% |
| 6M | +10.3% | -15.0% | +25.2% | +10.8% |
| YTD | +12.1% | +34.3% | -22.2% | +4.4% |
| 1Y | +18.6% | +87.4% | -68.7% | +4.3% |
| 3Y | +60.6% | +139.8% | -79.1% | +33.0% |
| 5Y | +64.4% | +220.7% | -156.3% | +28.4% |
| 10Y | +250.1% | +531.6% | -281.5% | +135.3% |
| All | +1,129.1% | +2,094.7% | -965.6% | +409.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling