+25.4%
DKS vs AEIS
+142.3%
-117.0%
-49.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -4.0% | +6.8% | +4.0% |
| 7D | +6.3% | +11.5% | -5.2% | +2.7% |
| 30D | +9.3% | -15.8% | +25.1% | +12.9% |
| 3M | -25.3% | -33.3% | +8.0% | -17.4% |
| 6M | -29.2% | -35.2% | +6.0% | -23.8% |
| YTD | -22.7% | +5.0% | -27.8% | -34.7% |
| 1Y | -30.1% | +8.5% | -38.6% | -42.0% |
| 3Y | +45.6% | +152.9% | -107.3% | -25.1% |
| All | +25.4% | +142.3% | -117.0% | -42.1% |
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