+93.5%
AEP vs DOW
-15.2%
+108.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.8% | -1.1% |
| 7D | -1.0% | -2.4% | +1.4% | -0.7% |
| 30D | -0.1% | -4.1% | +4.0% | +0.4% |
| 3M | -3.2% | -12.4% | +9.2% | -1.6% |
| 6M | -5.3% | -10.6% | +5.3% | -4.5% |
| YTD | +9.5% | +31.1% | -21.6% | +3.5% |
| 1Y | +17.5% | +30.5% | -13.0% | +10.5% |
| 3Y | +77.0% | -34.4% | +111.4% | +86.4% |
| 5Y | +66.4% | -35.5% | +101.9% | +73.5% |
| All | +93.5% | -15.2% | +108.7% | +59.2% |
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