+2,319.9%
AEP vs DD
+1,141.0%
+1,179.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.6% | +0.8% | +0.3% |
| 7D | +2.9% | +5.0% | -2.1% | +1.9% |
| 30D | +3.2% | +19.7% | -16.5% | -0.5% |
| 3M | +3.8% | +7.2% | -3.4% | +2.2% |
| 6M | +2.5% | +1.0% | +1.5% | +1.9% |
| YTD | +15.5% | +29.1% | -13.6% | +8.8% |
| 1Y | +9.6% | +28.5% | -18.9% | +3.3% |
| 3Y | +91.2% | +89.4% | +1.7% | +63.4% |
| 5Y | +88.2% | +67.1% | +21.1% | +62.8% |
| 10Y | +205.1% | +97.5% | +107.5% | +139.7% |
| All | +2,319.9% | +1,141.0% | +1,179.0% | +1,070.3% |
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