+2,214.6%
AEP vs DINO
+19,474.2%
-17,259.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | -0.1% |
| 7D | +1.8% | +5.7% | -3.9% | +1.2% |
| 30D | -0.8% | +27.8% | -28.6% | -3.3% |
| 3M | -1.8% | +45.6% | -47.5% | -5.8% |
| 6M | -5.4% | +88.5% | -93.8% | -11.7% |
| YTD | +10.4% | +134.1% | -123.7% | +0.5% |
| 1Y | +18.2% | +111.1% | -93.0% | +8.6% |
| 3Y | +79.0% | +109.1% | -30.1% | +62.5% |
| 5Y | +64.8% | +307.2% | -242.3% | +36.8% |
| 10Y | +170.8% | +495.9% | -325.1% | +101.0% |
| All | +2,214.6% | +19,474.2% | -17,259.6% | +1,013.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling