+10.8%
AEP vs DGX
+45.0%
-34.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.5% | -4.0% | -1.0% |
| 7D | +0.8% | +4.1% | -3.3% | +0.2% |
| 30D | +7.9% | +10.5% | -2.6% | +6.3% |
| 3M | +1.5% | +9.8% | -8.3% | -0.2% |
| 6M | -2.6% | +34.6% | -37.1% | -8.5% |
| YTD | +14.7% | +49.8% | -35.2% | +4.3% |
| 1Y | +10.8% | +46.0% | -35.3% | +1.4% |
| All | +10.8% | +45.0% | -34.2% | +1.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DGX.
Daily Out/Under-Performance
Portfolio return minus DGX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DGX 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 1y: compounded portfolio wealth divided by compounded DGX 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…
1y analysis · Full analysis span regression · 6 months rolling