+2,319.9%
AEP vs DINO
+18,972.9%
-16,652.9%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DINO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | 0.0% | +0.2% | +0.2% |
| 7D | +2.9% | +5.7% | -2.8% | +2.3% |
| 30D | +3.2% | -19.6% | +22.8% | +5.4% |
| 3M | +3.8% | +11.8% | -8.0% | +2.4% |
| 6M | +2.5% | +49.0% | -46.5% | -2.1% |
| YTD | +15.5% | +128.1% | -112.6% | +5.1% |
| 1Y | +9.6% | +96.3% | -86.7% | +1.3% |
| 3Y | +91.2% | +113.8% | -22.6% | +73.0% |
| 5Y | +88.2% | +252.7% | -164.5% | +58.6% |
| 10Y | +205.1% | +451.4% | -246.3% | +128.8% |
| All | +2,319.9% | +18,972.9% | -16,652.9% | +1,065.3% |
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