+88.3%
DT vs AEIS
+299.5%
-211.3%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | +2.7% | +23.2% | -20.5% | -3.0% |
| 30D | -30.4% | -17.0% | -13.4% | -27.7% |
| 3M | -9.4% | -32.2% | +22.8% | -1.7% |
| 6M | +14.5% | -32.6% | +47.1% | +20.0% |
| YTD | +3.6% | +9.4% | -5.8% | -12.2% |
| 1Y | -3.4% | +7.7% | -11.1% | -18.0% |
| 3Y | -11.1% | +157.9% | -169.1% | -50.9% |
| 5Y | -39.5% | +154.8% | -194.2% | -67.0% |
| All | +88.3% | +299.5% | -211.3% | -20.9% |
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