+833.3%
AEP vs DLR
+3,455.1%
-2,621.8%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -1.9% | +2.1% | +0.7% |
| 7D | +2.9% | +3.3% | -0.5% | +2.1% |
| 30D | +3.2% | +4.6% | -1.4% | +2.0% |
| 3M | +3.8% | -8.3% | +12.1% | +5.7% |
| 6M | +2.5% | -5.6% | +8.1% | +3.3% |
| YTD | +15.5% | +18.7% | -3.2% | +10.1% |
| 1Y | +9.6% | +17.1% | -7.5% | +4.8% |
| 3Y | +91.2% | +54.4% | +36.8% | +67.5% |
| 5Y | +88.2% | +36.5% | +51.7% | +66.9% |
| 10Y | +205.1% | +187.7% | +17.4% | +125.2% |
| All | +833.3% | +3,455.1% | -2,621.8% | +321.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling