+66.4%
AEP vs DLTR
+29.9%
+36.5%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | -1.0% | -9.4% | +8.5% | -0.4% |
| 30D | -0.1% | -7.3% | +7.3% | +0.3% |
| 3M | -3.2% | +7.6% | -10.8% | -3.8% |
| 6M | -5.3% | +1.6% | -6.9% | -5.6% |
| YTD | +9.5% | -3.5% | +13.1% | +9.5% |
| 1Y | +17.5% | +20.0% | -2.5% | +15.4% |
| 3Y | +77.0% | +2.3% | +74.7% | +75.6% |
| 5Y | +66.4% | +31.5% | +34.8% | +61.2% |
| All | +66.4% | +29.9% | +36.5% | +61.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling