+2,320.5%
AEP vs DD
+1,155.7%
+1,164.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -0.8% | +1.9% | +1.2% |
| 7D | +0.7% | +3.2% | -2.5% | +0.1% |
| 30D | +4.8% | +20.3% | -15.5% | +0.9% |
| 3M | +5.4% | +8.2% | -2.8% | +3.5% |
| 6M | +0.4% | +3.4% | -3.0% | -0.7% |
| YTD | +15.5% | +30.6% | -15.1% | +8.6% |
| 1Y | +8.5% | +30.6% | -22.1% | +1.9% |
| 3Y | +84.6% | +91.1% | -6.5% | +57.5% |
| 5Y | +86.9% | +68.6% | +18.3% | +61.4% |
| 10Y | +205.1% | +99.9% | +105.3% | +139.2% |
| All | +2,320.5% | +1,155.7% | +1,164.8% | +1,067.9% |
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