+646.1%
AEP vs DG
+606.1%
+40.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DG | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.5% | -1.7% | -0.4% |
| 7D | +1.8% | +8.4% | -6.6% | +0.6% |
| 30D | -0.8% | +4.9% | -5.7% | -1.5% |
| 3M | -1.8% | +29.3% | -31.2% | -5.6% |
| 6M | -5.4% | -11.3% | +5.9% | -4.2% |
| YTD | +10.4% | +1.8% | +8.7% | +9.5% |
| 1Y | +18.2% | +25.3% | -7.2% | +13.2% |
| 3Y | +79.0% | +9.1% | +69.9% | +70.3% |
| 5Y | +64.8% | -34.9% | +99.7% | +69.5% |
| 10Y | +170.8% | +108.2% | +62.7% | +137.3% |
| All | +646.1% | +606.1% | +40.0% | +429.4% |
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