+16.9%
AEP vs DINO
+116.3%
-99.4%
-12.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.9% | +2.3% | -3.2% | -0.9% |
| 30D | -1.1% | +22.6% | -23.7% | -1.1% |
| 3M | -3.3% | +55.2% | -58.5% | -3.8% |
| 6M | -4.6% | +93.8% | -98.4% | -5.5% |
| YTD | +9.4% | +139.5% | -130.1% | +6.8% |
| 1Y | +16.9% | +115.3% | -98.4% | +16.9% |
| All | +16.9% | +116.3% | -99.4% | +16.9% |
Cumulative growth
Daily Returns
Daily percentage return beside DINO.
Daily Out/Under-Performance
Portfolio return minus DINO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DINO 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 DINO 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