+35.3%
DLR vs AEIS
+228.8%
-193.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +2.8% | -2.2% | -0.1% |
| 7D | +3.4% | +8.1% | -4.7% | +1.5% |
| 30D | -2.2% | -11.1% | +8.9% | +0.2% |
| 3M | +4.7% | -5.6% | +10.4% | +3.7% |
| 6M | +9.0% | -0.6% | +9.7% | +5.1% |
| YTD | +24.1% | +38.0% | -13.9% | +8.2% |
| 1Y | +20.9% | +87.2% | -66.3% | -4.6% |
| 3Y | +60.0% | +179.7% | -119.7% | +7.3% |
| 5Y | +35.3% | +241.7% | -206.5% | -17.6% |
| All | +35.3% | +228.8% | -193.5% | -17.6% |
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