+170.5%
AEP vs DGX
+255.3%
-84.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DGX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.6% |
| 7D | -0.9% | -0.9% | 0.0% | -0.7% |
| 30D | -1.1% | -1.2% | +0.1% | -0.8% |
| 3M | -3.3% | +15.8% | -19.0% | -7.8% |
| 6M | -4.6% | +18.2% | -22.8% | -9.8% |
| YTD | +9.4% | +37.2% | -27.8% | -1.5% |
| 1Y | +16.9% | +30.4% | -13.4% | +6.7% |
| 3Y | +76.6% | +96.7% | -20.1% | +40.2% |
| 5Y | +66.2% | +67.2% | -1.0% | +37.1% |
| All | +170.5% | +255.3% | -84.8% | +68.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling