+86.9%
AEP vs DT
-39.8%
+126.7%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.7% | -0.7% | +1.1% |
| 7D | +0.7% | -5.4% | +6.2% | +0.8% |
| 30D | +4.8% | -32.2% | +37.0% | +4.9% |
| 3M | +5.4% | -10.9% | +16.3% | +5.3% |
| 6M | +0.4% | +10.0% | -9.6% | +0.1% |
| YTD | +15.5% | +2.1% | +13.4% | +15.5% |
| 1Y | +8.5% | -5.5% | +14.0% | +8.7% |
| 3Y | +84.6% | -12.4% | +97.0% | +84.1% |
| 5Y | +86.9% | -39.7% | +126.6% | +84.6% |
| All | +86.9% | -39.8% | +126.7% | +84.6% |
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