-27.5%
DPZ vs AEIS
+109.5%
-137.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +6.1% | -8.3% | -2.6% |
| 7D | +6.6% | -11.3% | +17.8% | +7.3% |
| 30D | +10.3% | -32.6% | +42.9% | +13.7% |
| 3M | -6.2% | -39.2% | +33.0% | -2.6% |
| 6M | +4.2% | -45.4% | +49.6% | +8.5% |
| YTD | -18.4% | -5.8% | -12.6% | -24.4% |
| 1Y | -14.9% | -10.0% | -4.9% | -20.7% |
| 3Y | -4.6% | +121.2% | -125.8% | -32.0% |
| All | -27.5% | +109.5% | -137.1% | -49.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling