+1,756.2%
AEP vs DAR
+1,373.4%
+382.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DAR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.8% | +2.2% | +0.4% |
| 7D | -0.8% | -3.8% | +3.0% | -0.7% |
| 30D | +4.9% | -14.4% | +19.3% | +5.4% |
| 3M | +4.9% | -17.9% | +22.8% | +5.5% |
| 6M | -0.3% | -18.3% | +18.0% | +0.3% |
| YTD | +14.3% | +43.2% | -29.0% | +12.7% |
| 1Y | +7.5% | +57.7% | -50.2% | +5.6% |
| 3Y | +82.6% | +22.7% | +59.9% | +80.0% |
| 5Y | +81.5% | -34.0% | +115.5% | +81.8% |
| 10Y | +203.2% | +279.5% | -76.3% | +185.2% |
| All | +1,756.2% | +1,373.4% | +382.8% | +1,574.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling