+118.6%
DVN vs AEIS
+232.6%
-113.9%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +4.9% | -4.5% | -0.6% |
| 7D | +4.5% | +2.3% | +2.3% | +4.0% |
| 30D | +12.0% | -14.8% | +26.8% | +15.3% |
| 3M | +13.4% | -15.6% | +29.0% | +15.3% |
| 6M | +12.1% | -8.7% | +20.8% | +8.8% |
| YTD | +38.8% | +37.3% | +1.5% | +16.8% |
| 1Y | +46.0% | +80.3% | -34.3% | +9.5% |
| 3Y | +9.5% | +177.9% | -168.4% | -33.7% |
| All | +118.6% | +232.6% | -113.9% | +18.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling