+5,622.1%
DPZ vs AEIS
+2,118.9%
+3,503.2%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +2.4% | -4.1% | -2.2% |
| 7D | -2.5% | +3.0% | -5.5% | -3.2% |
| 30D | -7.0% | -14.6% | +7.7% | -4.2% |
| 3M | +11.6% | -12.4% | +24.0% | +11.6% |
| 6M | -15.2% | -15.0% | -0.2% | -15.8% |
| YTD | -17.2% | +34.3% | -51.5% | -26.9% |
| 1Y | -24.8% | +87.4% | -112.2% | -39.5% |
| 3Y | -8.7% | +139.8% | -148.4% | -33.5% |
| 5Y | -28.9% | +220.7% | -249.6% | -53.0% |
| 10Y | +153.6% | +531.6% | -378.0% | +20.4% |
| All | +5,622.1% | +2,118.9% | +3,503.2% | +1,371.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling