+1,842.6%
AEP vs DHI
+12,289.5%
-10,446.8%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DHI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.5% | -0.7% |
| 7D | -1.0% | -6.1% | +5.1% | -0.3% |
| 30D | -0.1% | -10.1% | +10.0% | +1.0% |
| 3M | -3.2% | -7.3% | +4.1% | -2.5% |
| 6M | -5.3% | -6.1% | +0.8% | -4.9% |
| YTD | +9.5% | -5.0% | +14.6% | +9.7% |
| 1Y | +17.5% | -22.1% | +39.6% | +20.0% |
| 3Y | +77.0% | +19.2% | +57.7% | +70.4% |
| 5Y | +66.4% | +59.4% | +7.0% | +53.3% |
| 10Y | +175.1% | +401.8% | -226.8% | +117.9% |
| All | +1,842.6% | +12,289.5% | -10,446.8% | +1,038.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling