+29.3%
DKS vs AEIS
+172.0%
-142.7%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.1% | +1.9% | +1.0% |
| 7D | -2.9% | +6.5% | -9.4% | -4.6% |
| 30D | -37.7% | -9.2% | -28.5% | -36.5% |
| 3M | -38.9% | -8.3% | -30.6% | -39.6% |
| 6M | -31.1% | -6.3% | -24.8% | -33.4% |
| YTD | -31.8% | +36.5% | -68.3% | -43.9% |
| 1Y | -38.0% | +84.8% | -122.8% | -55.9% |
| All | +29.3% | +172.0% | -142.7% | -26.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling