+211.7%
AEP vs DAR
+311.7%
-100.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +1.1% | -0.9% | +0.1% |
| 7D | +2.9% | +11.6% | -8.7% | +1.7% |
| 30D | +3.2% | -10.2% | +13.4% | +4.3% |
| 3M | +3.8% | -14.8% | +18.6% | +5.4% |
| 6M | +2.5% | -10.1% | +12.6% | +3.3% |
| YTD | +15.5% | +55.5% | -40.1% | +9.3% |
| 1Y | +9.6% | +61.7% | -52.1% | +3.2% |
| 3Y | +91.2% | +37.2% | +54.0% | +80.0% |
| 5Y | +88.2% | -26.9% | +115.1% | +88.7% |
| All | +211.7% | +311.7% | -100.0% | +144.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling