+170.5%
AEP vs DLTR
+45.3%
+125.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | -0.1% |
| 7D | -0.9% | -10.1% | +9.1% | 0.0% |
| 30D | -1.1% | -8.1% | +7.1% | -0.3% |
| 3M | -3.3% | +2.9% | -6.1% | -3.7% |
| 6M | -4.6% | +4.3% | -9.0% | -5.5% |
| YTD | +9.4% | -3.9% | +13.3% | +9.2% |
| 1Y | +16.9% | +18.9% | -2.0% | +13.8% |
| 3Y | +76.6% | +1.9% | +74.7% | +72.7% |
| 5Y | +66.2% | +31.0% | +35.2% | +53.8% |
| All | +170.5% | +45.3% | +125.2% | +140.6% |
Cumulative growth
Daily Returns
Daily percentage return beside DLTR.
Daily Out/Under-Performance
Portfolio return minus DLTR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DLTR 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 DLTR 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