+18.9%
DLTR vs AEIS
+81.9%
-63.0%
-38.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.9% | -5.3% | -0.5% |
| 7D | -10.1% | +2.3% | -12.3% | -10.1% |
| 30D | -8.1% | -14.8% | +6.7% | -7.6% |
| 3M | +2.9% | -15.6% | +18.4% | +3.3% |
| 6M | +4.3% | -8.7% | +13.0% | +2.3% |
| YTD | -3.9% | +37.3% | -41.3% | -13.7% |
| 1Y | +18.9% | +80.3% | -61.4% | +2.5% |
| All | +18.9% | +81.9% | -63.0% | +2.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling