+91.2%
AEP vs DT
-12.5%
+103.7%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.7% | +1.1% |
| 7D | +0.7% | -5.4% | +6.2% | +0.5% |
| 30D | +4.8% | -32.2% | +37.0% | +2.8% |
| 3M | +5.4% | -10.9% | +16.3% | +4.9% |
| 6M | +0.4% | +10.0% | -9.6% | +1.1% |
| YTD | +15.5% | +2.1% | +13.4% | +16.5% |
| 1Y | +8.5% | -5.5% | +14.0% | +9.2% |
| All | +91.2% | -12.5% | +103.7% | +85.2% |
Cumulative growth
Daily Returns
Daily percentage return beside DT.
Daily Out/Under-Performance
Portfolio return minus DT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DT 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 3y: compounded portfolio wealth divided by compounded DT 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…
3y analysis · Full analysis span regression · 6 months rolling