+16.9%
AEP vs DE
+45.1%
-28.2%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.3% | +0.2% | -0.1% |
| 7D | -0.9% | -2.6% | +1.6% | -0.7% |
| 30D | -1.1% | +9.0% | -10.1% | -1.9% |
| 3M | -3.3% | +19.1% | -22.4% | -5.2% |
| 6M | -4.6% | +14.4% | -19.0% | -6.3% |
| YTD | +9.4% | +45.9% | -36.5% | +5.3% |
| 1Y | +16.9% | +43.6% | -26.7% | +11.6% |
| All | +16.9% | +45.1% | -28.2% | +11.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling