+2,217.8%
AEP vs DE
+14,495.7%
-12,278.0%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.5% | -0.1% | -0.5% |
| 7D | +0.9% | -3.0% | +3.9% | +1.4% |
| 30D | +1.5% | +11.1% | -9.7% | -0.5% |
| 3M | -1.7% | +17.6% | -19.3% | -4.6% |
| 6M | -4.0% | +13.6% | -17.6% | -6.5% |
| YTD | +10.6% | +46.3% | -35.7% | +3.0% |
| 1Y | +18.6% | +44.2% | -25.6% | +10.5% |
| 3Y | +78.7% | +76.6% | +2.1% | +59.3% |
| 5Y | +65.1% | +98.2% | -33.1% | +42.1% |
| 10Y | +177.7% | +863.5% | -685.8% | +75.6% |
| All | +2,217.8% | +14,495.7% | -12,278.0% | +852.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling