-5.7%
DT vs AEIS
+6.2%
-12.0%
-34.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -11.1% | +10.6% | -1.9% |
| 7D | -25.5% | -12.7% | -12.8% | -26.3% |
| 30D | -22.3% | -28.8% | +6.5% | -25.0% |
| 3M | +2.3% | -38.0% | +40.3% | -2.7% |
| 6M | +20.7% | -45.3% | +66.0% | +13.8% |
| YTD | +7.9% | +1.1% | +6.8% | +6.6% |
| 1Y | -5.7% | +8.6% | -14.4% | -6.3% |
| All | -5.7% | +6.2% | -12.0% | -6.3% |
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