+67.3%
DVN vs AEIS
+562.2%
-495.0%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | -1.3% |
| 7D | +4.5% | +2.3% | +2.3% | +3.6% |
| 30D | +12.0% | -14.8% | +26.8% | +17.5% |
| 3M | +13.4% | -15.6% | +29.0% | +15.9% |
| 6M | +12.1% | -8.7% | +20.8% | +7.3% |
| YTD | +38.8% | +37.3% | +1.5% | +10.4% |
| 1Y | +46.0% | +80.3% | -34.3% | +1.1% |
| 3Y | +9.5% | +177.9% | -168.4% | -40.8% |
| 5Y | +125.3% | +235.8% | -110.6% | +6.3% |
| All | +67.3% | +562.2% | -495.0% | -44.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling