+36.6%
DIS vs AEIS
+358.4%
-321.8%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | +11.3% | -9.3% | -0.4% |
| 7D | +5.3% | +1.0% | +4.3% | +4.3% |
| 30D | +10.2% | -24.0% | +34.3% | +15.8% |
| 3M | +13.5% | -32.5% | +46.0% | +21.3% |
| 6M | +11.1% | -38.6% | +49.7% | +18.4% |
| YTD | +5.5% | +4.8% | +0.7% | -4.8% |
| 1Y | +9.1% | +1.3% | +7.8% | -0.8% |
| 3Y | +36.0% | +159.2% | -123.2% | -10.3% |
| 5Y | -29.8% | +140.8% | -170.6% | -53.8% |
| 10Y | +36.6% | +349.8% | -313.2% | -33.8% |
| All | +36.6% | +358.4% | -321.8% | -33.8% |
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 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