+86.9%
AEP vs DD
+70.3%
+16.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +0.7% | +3.2% | -2.5% | +0.3% |
| 30D | +4.8% | +20.3% | -15.5% | +2.1% |
| 3M | +5.4% | +8.2% | -2.8% | +4.1% |
| 6M | +0.4% | +3.4% | -3.0% | -0.3% |
| YTD | +15.5% | +30.6% | -15.1% | +10.3% |
| 1Y | +8.5% | +30.6% | -22.1% | +3.6% |
| 3Y | +84.6% | +91.1% | -6.5% | +61.6% |
| 5Y | +86.9% | +68.6% | +18.3% | +60.7% |
| All | +86.9% | +70.3% | +16.6% | +60.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling