+67.2%
AEP vs DHI
+61.2%
+5.9%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.3% |
| 7D | -0.9% | -3.4% | +2.5% | -0.5% |
| 30D | -1.1% | -5.4% | +4.4% | -0.4% |
| 3M | -3.3% | -10.4% | +7.2% | -2.0% |
| 6M | -4.6% | -2.8% | -1.9% | -4.6% |
| YTD | +9.4% | -3.4% | +12.8% | +9.3% |
| 1Y | +16.9% | -22.9% | +39.8% | +20.4% |
| 3Y | +76.6% | +20.7% | +56.0% | +65.7% |
| All | +67.2% | +61.2% | +5.9% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DHI.
Daily Out/Under-Performance
Portfolio return minus DHI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DHI 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 DHI 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