+712.4%
DIS vs AEIS
+1,770.4%
-1,058.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +6.1% | -6.5% | -1.4% |
| 7D | +5.2% | -11.3% | +16.5% | +6.9% |
| 30D | +11.5% | -32.6% | +44.0% | +17.9% |
| 3M | +11.5% | -39.2% | +50.7% | +19.2% |
| 6M | +8.9% | -45.4% | +54.2% | +16.4% |
| YTD | +3.4% | -5.8% | +9.2% | -0.4% |
| 1Y | +7.2% | -10.0% | +17.2% | +3.9% |
| 3Y | +43.3% | +121.2% | -77.8% | +16.1% |
| 5Y | -31.4% | +110.6% | -142.1% | -44.5% |
| 10Y | +37.1% | +326.6% | -289.6% | -6.3% |
| All | +712.4% | +1,770.4% | -1,058.0% | +259.9% |
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