+833.5%
AEP vs DLR
+3,477.6%
-2,644.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +0.7% | -2.0% | +2.8% | +1.2% |
| 30D | +4.8% | +0.5% | +4.3% | +4.5% |
| 3M | +5.4% | -4.4% | +9.8% | +6.2% |
| 6M | +0.4% | -6.4% | +6.8% | +1.4% |
| YTD | +15.5% | +19.5% | -4.0% | +10.0% |
| 1Y | +8.5% | +10.5% | -2.0% | +5.2% |
| 3Y | +84.6% | +54.0% | +30.6% | +61.9% |
| 5Y | +86.9% | +39.7% | +47.2% | +64.8% |
| 10Y | +205.1% | +189.5% | +15.6% | +124.9% |
| All | +833.5% | +3,477.6% | -2,644.1% | +320.9% |
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