+1,515.3%
AEP vs DLTR
+10,981.5%
-9,466.3%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DLTR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -5.6% | +6.4% | +1.2% |
| 7D | +2.0% | -5.8% | +7.8% | +2.5% |
| 30D | +0.5% | -5.2% | +5.8% | +0.9% |
| 3M | -0.3% | +15.2% | -15.5% | -1.7% |
| 6M | -3.5% | +7.1% | -10.6% | -4.5% |
| YTD | +11.3% | +0.8% | +10.4% | +10.6% |
| 1Y | +20.2% | +24.8% | -4.6% | +17.0% |
| 3Y | +79.8% | +6.9% | +72.9% | +74.8% |
| 5Y | +65.6% | +33.2% | +32.3% | +56.0% |
| 10Y | +169.3% | +51.6% | +117.7% | +145.8% |
| All | +1,515.3% | +10,981.5% | -9,466.3% | +1,047.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling