+32.9%
DIS vs AEIS
+375.1%
-342.2%
-60.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.5% | -4.1% | -0.6% |
| 7D | +0.6% | +9.5% | -8.9% | -1.7% |
| 30D | +10.3% | -17.5% | +27.8% | +13.7% |
| 3M | +15.6% | -29.3% | +44.8% | +22.2% |
| 6M | +15.1% | -34.7% | +49.8% | +21.0% |
| YTD | +6.0% | +10.7% | -4.7% | -5.5% |
| 1Y | +5.7% | +7.4% | -1.7% | -5.2% |
| 3Y | +39.8% | +161.1% | -121.3% | -7.5% |
| 5Y | -23.9% | +150.7% | -174.6% | -50.2% |
| 10Y | +32.9% | +360.8% | -327.9% | -34.5% |
| All | +32.9% | +375.1% | -342.2% | -34.5% |
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