+67.2%
AEP vs DINO
+326.7%
-259.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -0.9% | +2.3% | -3.2% | -1.0% |
| 30D | -1.1% | +22.6% | -23.7% | -2.0% |
| 3M | -3.3% | +55.2% | -58.5% | -5.3% |
| 6M | -4.6% | +93.8% | -98.4% | -7.7% |
| YTD | +9.4% | +139.5% | -130.1% | +4.6% |
| 1Y | +16.9% | +115.3% | -98.4% | +12.4% |
| 3Y | +76.6% | +98.8% | -22.2% | +70.1% |
| All | +67.2% | +326.7% | -259.5% | +57.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling