+86.2%
AEP vs DG
-35.8%
+122.1%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.2% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | +3.2% | +3.2% | 0.0% | +2.8% |
| 3M | +3.8% | +10.4% | -6.6% | +2.6% |
| 6M | +2.5% | +33.2% | -30.7% | -1.0% |
| YTD | +15.5% | +3.0% | +12.5% | +14.5% |
| 1Y | +9.6% | +31.2% | -21.6% | +5.5% |
| 3Y | +91.2% | +21.8% | +69.3% | +80.0% |
| All | +86.2% | -35.8% | +122.1% | +97.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling