-8.4%
DPZ vs AEIS
+142.1%
-150.5%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -1.8% |
| 7D | -2.5% | +3.0% | -5.5% | -2.6% |
| 30D | -7.0% | -14.6% | +7.7% | -6.5% |
| 3M | +11.6% | -12.4% | +24.0% | +11.4% |
| 6M | -15.2% | -15.0% | -0.2% | -15.6% |
| YTD | -17.2% | +34.3% | -51.5% | -22.7% |
| 1Y | -24.8% | +87.4% | -112.2% | -34.0% |
| All | -8.4% | +142.1% | -150.5% | -28.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling