+66.4%
AEP vs DE
+97.0%
-30.6%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.1% | -1.1% | -1.0% |
| 7D | -1.0% | -2.4% | +1.4% | -0.7% |
| 30D | -0.1% | +9.7% | -9.8% | -1.5% |
| 3M | -3.2% | +21.4% | -24.6% | -6.2% |
| 6M | -5.3% | +15.0% | -20.3% | -7.6% |
| YTD | +9.5% | +46.4% | -36.9% | +2.7% |
| 1Y | +17.5% | +45.6% | -28.1% | +10.1% |
| 3Y | +77.0% | +76.8% | +0.2% | +58.7% |
| 5Y | +66.4% | +99.4% | -33.0% | +45.4% |
| All | +66.4% | +97.0% | -30.6% | +45.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling