+65.1%
AEP vs DLR
+40.9%
+24.2%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.2% | -0.4% | -0.6% |
| 7D | +0.9% | +2.9% | -2.0% | +0.3% |
| 30D | +1.5% | -1.2% | +2.7% | +1.7% |
| 3M | -1.7% | +2.9% | -4.6% | -2.5% |
| 6M | -4.0% | +6.7% | -10.7% | -5.7% |
| YTD | +10.6% | +23.9% | -13.3% | +5.3% |
| 1Y | +18.6% | +18.6% | 0.0% | +13.6% |
| 3Y | +78.7% | +59.7% | +19.0% | +54.2% |
| 5Y | +65.1% | +42.1% | +23.0% | +43.5% |
| All | +65.1% | +40.9% | +24.2% | +43.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling