-14.5%
DPZ vs AEIS
+6.2%
-20.7%
-34.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -11.1% | +16.6% | +4.1% |
| 7D | +10.1% | -12.7% | +22.8% | +8.5% |
| 30D | +14.6% | -28.8% | +43.4% | +10.8% |
| 3M | -6.8% | -38.0% | +31.3% | -10.6% |
| 6M | +4.4% | -45.3% | +49.7% | +1.1% |
| YTD | -16.8% | +1.1% | -18.0% | -18.4% |
| 1Y | -14.5% | +8.6% | -23.1% | -15.4% |
| All | -14.5% | +6.2% | -20.7% | -15.4% |
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