+861.0%
AEP vs DPZ
+5,341.2%
-4,480.1%
-48.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DPZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.2% | +2.0% | +0.1% |
| 7D | -2.8% | +6.6% | -9.4% | -3.7% |
| 30D | +3.6% | +10.3% | -6.6% | +2.1% |
| 3M | +1.8% | -6.2% | +7.9% | +2.5% |
| 6M | -3.1% | +4.2% | -7.4% | -4.1% |
| YTD | +12.2% | -18.4% | +30.6% | +14.8% |
| 1Y | +9.1% | -14.9% | +24.1% | +10.9% |
| 3Y | +77.9% | -4.6% | +82.5% | +75.5% |
| 5Y | +78.1% | -27.4% | +105.5% | +80.6% |
| 10Y | +187.8% | +125.9% | +61.9% | +134.9% |
| All | +861.0% | +5,341.2% | -4,480.1% | +303.4% |
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