+3,523.8%
DLR vs AEIS
+2,207.2%
+1,316.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | -1.2% | +2.5% | +1.6% |
| 7D | +5.0% | +23.2% | -18.2% | -0.1% |
| 30D | +3.0% | -17.0% | +20.0% | +6.5% |
| 3M | -6.3% | -32.2% | +25.9% | +1.1% |
| 6M | -4.8% | -32.6% | +27.8% | +0.9% |
| YTD | +21.0% | +9.4% | +11.6% | +12.8% |
| 1Y | +15.1% | +7.7% | +7.5% | +7.6% |
| 3Y | +56.0% | +157.9% | -102.0% | +14.7% |
| 5Y | +39.1% | +154.8% | -115.6% | +0.6% |
| 10Y | +193.3% | +355.2% | -162.0% | +61.2% |
| All | +3,523.8% | +2,207.2% | +1,316.6% | +894.1% |
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 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