-31.9%
DIS vs AEIS
+109.5%
-141.5%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.5% | -1.5% |
| 7D | +5.2% | -11.3% | +16.5% | +7.0% |
| 30D | +11.5% | -32.6% | +44.0% | +18.9% |
| 3M | +11.5% | -39.2% | +50.7% | +20.5% |
| 6M | +8.9% | -45.4% | +54.2% | +18.0% |
| YTD | +3.4% | -5.8% | +9.2% | -6.8% |
| 1Y | +7.2% | -10.0% | +17.2% | -2.2% |
| 3Y | +43.3% | +121.2% | -77.8% | -11.4% |
| All | -31.9% | +109.5% | -141.5% | -61.0% |
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