+10.8%
AEP vs DD
+49.3%
-38.6%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.8% | +1.3% | -0.4% |
| 7D | +0.8% | +8.7% | -7.9% | +0.4% |
| 30D | +7.9% | +15.3% | -7.4% | +7.2% |
| 3M | +1.5% | +5.9% | -4.5% | +1.2% |
| 6M | -2.6% | +11.6% | -14.2% | -3.3% |
| YTD | +14.7% | +26.5% | -11.9% | +13.0% |
| 1Y | +10.8% | +35.4% | -24.6% | +8.6% |
| All | +10.8% | +49.3% | -38.6% | +8.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DD.
Daily Out/Under-Performance
Portfolio return minus DD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DD 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 1y: compounded portfolio wealth divided by compounded DD 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…
1y analysis · Full analysis span regression · 6 months rolling