+40.1%
AEE vs DAR
-8.0%
+48.1%
-27.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.6% | -1.0% | -0.5% |
| 7D | +1.1% | -0.2% | +1.2% | +1.1% |
| 30D | 0.0% | +7.4% | -7.4% | -0.6% |
| 3M | -0.9% | +15.7% | -16.6% | -2.3% |
| 6M | -2.4% | +30.0% | -32.4% | -4.9% |
| YTD | +8.6% | +87.5% | -78.9% | +2.2% |
| 1Y | +10.2% | +113.4% | -103.2% | +2.1% |
| 3Y | +47.8% | +15.3% | +32.5% | +44.3% |
| 5Y | +40.1% | -4.3% | +44.4% | +40.7% |
| All | +40.1% | -8.0% | +48.1% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DAR.
Daily Out/Under-Performance
Portfolio return minus DAR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DAR 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 DAR 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