+627.4%
DVN vs AEIS
+2,641.0%
-2,013.7%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.8% | -2.1% | +0.3% |
| 7D | -1.3% | +8.1% | -9.5% | -2.5% |
| 30D | +12.6% | -11.1% | +23.7% | +14.4% |
| 3M | +8.1% | -5.6% | +13.8% | +7.4% |
| 6M | +10.2% | -0.6% | +10.8% | +7.2% |
| YTD | +33.8% | +38.0% | -4.3% | +22.8% |
| 1Y | +43.9% | +87.2% | -43.3% | +24.8% |
| 3Y | +1.7% | +179.7% | -177.9% | -18.5% |
| 5Y | +119.6% | +241.7% | -122.1% | +69.0% |
| 10Y | +53.7% | +547.2% | -493.5% | +7.4% |
| All | +627.4% | +2,641.0% | -2,013.7% | +263.8% |
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