+81.9%
AEP vs DT
+97.2%
-15.3%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -3.1% | +3.8% | +0.8% |
| 7D | +2.0% | -4.9% | +6.9% | +2.1% |
| 30D | +0.5% | +2.7% | -2.2% | +0.4% |
| 3M | -0.3% | +20.0% | -20.3% | -1.0% |
| 6M | -3.5% | +28.0% | -31.5% | -4.4% |
| YTD | +11.3% | +16.0% | -4.8% | +10.5% |
| 1Y | +20.2% | +0.7% | +19.5% | +20.1% |
| 3Y | +79.8% | +6.2% | +73.6% | +77.9% |
| 5Y | +65.6% | -28.1% | +93.7% | +64.9% |
| All | +81.9% | +97.2% | -15.3% | +58.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling