+2,214.6%
AEP vs DD
+961.9%
+1,252.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.4% | -0.5% | -0.2% |
| 7D | +1.8% | -3.5% | +5.3% | +2.5% |
| 30D | -0.8% | -10.3% | +9.5% | +1.3% |
| 3M | -1.8% | -7.5% | +5.7% | -0.5% |
| 6M | -5.4% | -8.0% | +2.6% | -4.3% |
| YTD | +10.4% | +10.5% | 0.0% | +7.5% |
| 1Y | +18.2% | +38.3% | -20.1% | +9.6% |
| 3Y | +79.0% | +42.5% | +36.5% | +62.1% |
| 5Y | +64.8% | +60.2% | +4.7% | +43.6% |
| 10Y | +170.8% | +68.9% | +102.0% | +119.7% |
| All | +2,214.6% | +961.9% | +1,252.7% | +1,056.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling