+792.7%
AEP vs DLR
+3,595.6%
-2,803.0%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.5% | -0.2% |
| 7D | +1.8% | +1.6% | +0.2% | +1.4% |
| 30D | -0.8% | -3.4% | +2.5% | 0.0% |
| 3M | -1.8% | +0.5% | -2.3% | -2.3% |
| 6M | -5.4% | +4.6% | -9.9% | -6.8% |
| YTD | +10.4% | +23.4% | -13.0% | +4.6% |
| 1Y | +18.2% | +19.0% | -0.9% | +12.5% |
| 3Y | +79.0% | +56.5% | +22.4% | +56.5% |
| 5Y | +64.8% | +33.3% | +31.5% | +47.2% |
| 10Y | +170.8% | +165.1% | +5.7% | +103.4% |
| All | +792.7% | +3,595.6% | -2,803.0% | +300.2% |
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