+65.1%
AEP vs DT
-28.0%
+93.0%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | +0.6% | -1.2% | -0.6% |
| 7D | +0.9% | -0.5% | +1.4% | +0.9% |
| 30D | +1.5% | +0.1% | +1.4% | +1.5% |
| 3M | -1.7% | +24.1% | -25.8% | -1.8% |
| 6M | -4.0% | +30.1% | -34.2% | -4.2% |
| YTD | +10.6% | +16.8% | -6.2% | +10.6% |
| 1Y | +18.6% | -0.1% | +18.7% | +19.0% |
| 3Y | +78.7% | +6.8% | +71.9% | +77.7% |
| 5Y | +65.1% | -28.4% | +93.5% | +58.4% |
| All | +65.1% | -28.0% | +93.0% | +58.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling