+845.6%
AEP vs DPZ
+5,417.8%
-4,572.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -1.7% | +1.5% | +0.1% |
| 7D | +1.8% | -2.5% | +4.3% | +2.2% |
| 30D | -0.8% | -7.0% | +6.2% | +0.1% |
| 3M | -1.8% | +11.6% | -13.4% | -3.7% |
| 6M | -5.4% | -15.2% | +9.8% | -3.5% |
| YTD | +10.4% | -17.2% | +27.7% | +12.9% |
| 1Y | +18.2% | -24.8% | +43.0% | +22.3% |
| 3Y | +79.0% | -8.7% | +87.6% | +77.8% |
| 5Y | +64.8% | -28.9% | +93.8% | +67.8% |
| 10Y | +170.8% | +153.6% | +17.2% | +117.1% |
| All | +845.6% | +5,417.8% | -4,572.1% | +296.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling