+6.2%
DT vs AEIS
+173.5%
-167.4%
-48.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.1% | +2.8% | -5.9% | -3.3% |
| 7D | -4.9% | +8.1% | -13.0% | -5.4% |
| 30D | +2.7% | -11.1% | +13.8% | +3.3% |
| 3M | +20.0% | -5.6% | +25.6% | +18.7% |
| 6M | +28.0% | -0.6% | +28.7% | +23.2% |
| YTD | +16.0% | +38.0% | -22.0% | +3.2% |
| 1Y | +0.7% | +87.2% | -86.5% | -18.0% |
| 3Y | +6.2% | +179.7% | -173.5% | -25.0% |
| All | +6.2% | +173.5% | -167.4% | -25.0% |
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