+680.0%
AEP vs DG
+614.5%
+65.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.6% | +0.3% |
| 7D | +2.9% | +0.3% | +2.6% | +2.8% |
| 30D | +3.2% | +3.2% | 0.0% | +2.6% |
| 3M | +3.8% | +10.4% | -6.6% | +2.1% |
| 6M | +2.5% | +33.2% | -30.7% | -2.1% |
| YTD | +15.5% | +3.0% | +12.5% | +14.1% |
| 1Y | +9.6% | +31.2% | -21.6% | +4.2% |
| 3Y | +91.2% | +21.8% | +69.3% | +78.5% |
| 5Y | +88.2% | -35.0% | +123.2% | +93.3% |
| 10Y | +205.1% | +106.0% | +99.1% | +167.1% |
| All | +680.0% | +614.5% | +65.5% | +451.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling