+170.5%
AEP vs DLR
+177.5%
-7.0%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.7% | -1.8% | -0.6% |
| 7D | -0.9% | +0.1% | -1.0% | -1.0% |
| 30D | -1.1% | -4.3% | +3.2% | +0.2% |
| 3M | -3.3% | +3.8% | -7.1% | -4.8% |
| 6M | -4.6% | +5.8% | -10.5% | -6.8% |
| YTD | +9.4% | +23.5% | -14.1% | +2.1% |
| 1Y | +16.9% | +11.1% | +5.9% | +12.2% |
| 3Y | +76.6% | +57.9% | +18.8% | +46.8% |
| 5Y | +66.2% | +44.0% | +22.2% | +39.6% |
| All | +170.5% | +177.5% | -7.0% | +73.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DLR.
Daily Out/Under-Performance
Portfolio return minus DLR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLR 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 10y: compounded portfolio wealth divided by compounded DLR 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…
10y analysis · Full analysis span regression · 6 months rolling