+117.6%
DT vs AEIS
+390.6%
-272.9%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +2.4% | -4.0% | -2.3% |
| 7D | -3.3% | +3.0% | -6.3% | -4.1% |
| 30D | +2.0% | -14.6% | +16.7% | +6.0% |
| 3M | +20.0% | -12.4% | +32.4% | +20.0% |
| 6M | +39.3% | -15.0% | +54.3% | +36.4% |
| YTD | +19.8% | +34.3% | -14.5% | -2.1% |
| 1Y | +4.3% | +87.4% | -83.1% | -26.5% |
| 3Y | +7.7% | +139.8% | -132.1% | -35.3% |
| 5Y | -26.8% | +220.7% | -247.6% | -62.0% |
| All | +117.6% | +390.6% | -272.9% | -11.7% |
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