+79.8%
AEP vs DAR
+14.9%
+64.9%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +2.9% | -2.2% | +0.5% |
| 7D | +2.0% | -0.9% | +2.9% | +2.1% |
| 30D | +0.5% | +13.0% | -12.4% | -0.3% |
| 3M | -0.3% | +15.0% | -15.3% | -1.3% |
| 6M | -3.5% | +26.8% | -30.3% | -5.2% |
| YTD | +11.3% | +86.4% | -75.2% | +6.1% |
| 1Y | +20.2% | +115.1% | -94.9% | +13.1% |
| 3Y | +79.8% | +14.6% | +65.1% | +79.1% |
| All | +79.8% | +14.9% | +64.9% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling