+170.8%
AEP vs DG
+99.2%
+71.6%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.8% |
| 7D | -1.0% | -6.3% | +5.3% | -0.1% |
| 30D | -0.1% | +2.4% | -2.5% | -0.5% |
| 3M | -3.2% | +12.4% | -15.6% | -5.2% |
| 6M | -5.3% | -14.9% | +9.6% | -3.4% |
| YTD | +9.5% | -6.1% | +15.6% | +9.8% |
| 1Y | +17.5% | +17.9% | -0.4% | +13.1% |
| 3Y | +77.0% | +3.1% | +73.8% | +68.6% |
| 5Y | +66.4% | -38.7% | +105.0% | +75.2% |
| All | +170.8% | +99.2% | +71.6% | +148.0% |
Cumulative growth
Daily Returns
Daily percentage return beside DG.
Daily Out/Under-Performance
Portfolio return minus DG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DG 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 DG 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