+103.9%
AEP vs DOW
-5.5%
+109.5%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -0.3% | +0.5% | +0.3% |
| 7D | +2.9% | +5.2% | -2.4% | +2.1% |
| 30D | +3.2% | +13.2% | -10.0% | +1.4% |
| 3M | +3.8% | +10.1% | -6.3% | +2.2% |
| 6M | +2.5% | -13.1% | +15.6% | +4.2% |
| YTD | +15.5% | +46.1% | -30.6% | +7.4% |
| 1Y | +9.6% | +50.0% | -40.4% | +1.3% |
| 3Y | +91.2% | -20.2% | +111.4% | +94.6% |
| 5Y | +88.2% | -27.7% | +115.9% | +93.1% |
| All | +103.9% | -5.5% | +109.5% | +65.1% |
Cumulative growth
Daily Returns
Daily percentage return beside DOW.
Daily Out/Under-Performance
Portfolio return minus DOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DOW 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 DOW 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