+83.0%
AEP vs DAR
+21.9%
+61.1%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +4.7% | -3.2% | +1.1% |
| 7D | -1.5% | -2.8% | +1.2% | -1.4% |
| 30D | +4.5% | -12.8% | +17.3% | +5.3% |
| 3M | +2.8% | -11.6% | +14.4% | +3.5% |
| 6M | -0.7% | -16.8% | +16.1% | +0.4% |
| YTD | +13.8% | +45.9% | -32.1% | +10.5% |
| 1Y | +9.0% | +61.5% | -52.5% | +5.0% |
| 3Y | +83.0% | +23.0% | +60.0% | +81.6% |
| All | +83.0% | +21.9% | +61.1% | +81.6% |
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