+177.7%
AEP vs DAR
+364.6%
-186.9%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.7% |
| 7D | +0.9% | -0.2% | +1.1% | +0.9% |
| 30D | +1.5% | +7.4% | -6.0% | +0.6% |
| 3M | -1.7% | +15.7% | -17.4% | -3.4% |
| 6M | -4.0% | +30.0% | -34.1% | -7.1% |
| YTD | +10.6% | +87.5% | -76.9% | +2.7% |
| 1Y | +18.6% | +113.4% | -94.7% | +8.2% |
| 3Y | +78.7% | +15.3% | +63.4% | +72.6% |
| 5Y | +65.1% | -4.3% | +69.4% | +60.4% |
| 10Y | +177.7% | +380.2% | -202.4% | +110.4% |
| All | +177.7% | +364.6% | -186.9% | +110.4% |
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