+21.2%
DIS vs AEIS
+546.3%
-525.1%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +2.8% | -3.0% | -0.9% |
| 7D | -1.1% | +8.1% | -9.2% | -2.9% |
| 30D | +0.1% | -11.1% | +11.3% | +2.4% |
| 3M | +7.1% | -5.6% | +12.7% | +5.4% |
| 6M | +4.3% | -0.6% | +4.9% | -0.3% |
| YTD | -6.9% | +38.0% | -45.0% | -19.6% |
| 1Y | -10.3% | +87.2% | -97.5% | -29.8% |
| 3Y | +32.8% | +179.7% | -146.9% | -11.0% |
| 5Y | -41.5% | +241.7% | -283.2% | -63.7% |
| 10Y | +21.2% | +547.2% | -526.0% | -43.6% |
| All | +21.2% | +546.3% | -525.1% | -43.6% |
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