+203.2%
AEP vs DPZ
+116.9%
+86.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.2% | +1.6% | +0.5% |
| 7D | -0.8% | +2.2% | -3.0% | -1.0% |
| 30D | +4.9% | +6.7% | -1.8% | +4.2% |
| 3M | +4.9% | -4.5% | +9.4% | +5.2% |
| 6M | -0.3% | +3.3% | -3.6% | -0.8% |
| YTD | +14.3% | -19.4% | +33.7% | +16.1% |
| 1Y | +7.5% | -17.3% | +24.8% | +8.9% |
| 3Y | +82.6% | -8.4% | +91.0% | +81.7% |
| 5Y | +81.5% | -28.2% | +109.7% | +81.9% |
| 10Y | +203.2% | +130.9% | +72.3% | +172.8% |
| All | +203.2% | +116.9% | +86.3% | +172.8% |
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