+43.4%
DLTR vs AEIS
+562.2%
-518.8%
-64.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -1.3% |
| 7D | -10.1% | +2.3% | -12.3% | -10.5% |
| 30D | -8.1% | -14.8% | +6.7% | -5.7% |
| 3M | +2.9% | -15.6% | +18.4% | +4.1% |
| 6M | +4.3% | -8.7% | +13.0% | +2.5% |
| YTD | -3.9% | +37.3% | -41.3% | -14.5% |
| 1Y | +18.9% | +80.3% | -61.4% | -1.1% |
| 3Y | +1.9% | +177.9% | -176.0% | -25.7% |
| 5Y | +31.0% | +235.8% | -204.8% | -10.9% |
| All | +43.4% | +562.2% | -518.8% | -32.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling