+170.5%
AEP vs DE
+863.9%
-693.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -0.9% | -2.6% | +1.6% | -0.5% |
| 30D | -1.1% | +9.0% | -10.1% | -2.5% |
| 3M | -3.3% | +19.1% | -22.4% | -6.2% |
| 6M | -4.6% | +14.4% | -19.0% | -7.1% |
| YTD | +9.4% | +45.9% | -36.5% | +2.2% |
| 1Y | +16.9% | +43.6% | -26.7% | +9.4% |
| 3Y | +76.6% | +75.9% | +0.8% | +58.1% |
| 5Y | +66.2% | +98.8% | -32.6% | +43.8% |
| All | +170.5% | +863.9% | -693.4% | +85.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DE.
Daily Out/Under-Performance
Portfolio return minus DE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DE 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 10y: compounded portfolio wealth divided by compounded DE 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…
10y analysis · Full analysis span regression · 6 months rolling