+179.4%
AEP vs DPZ
+153.7%
+25.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.7% | +2.4% | +0.9% |
| 7D | +2.0% | -1.5% | +3.5% | +2.1% |
| 30D | +0.5% | -4.4% | +4.9% | +0.9% |
| 3M | -0.3% | +7.6% | -8.0% | -1.2% |
| 6M | -3.5% | -16.9% | +13.5% | -2.1% |
| YTD | +11.3% | -18.6% | +29.9% | +13.0% |
| 1Y | +20.2% | -26.7% | +46.9% | +23.3% |
| 3Y | +79.8% | -9.3% | +89.1% | +79.0% |
| 5Y | +65.6% | -31.0% | +96.6% | +66.6% |
| All | +179.4% | +153.7% | +25.7% | +133.8% |
Cumulative growth
Daily Returns
Daily percentage return beside DPZ.
Daily Out/Under-Performance
Portfolio return minus DPZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DPZ 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 DPZ 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