+170.5%
AEP vs DTE
+137.8%
+32.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.8% |
| 7D | -0.9% | -2.6% | +1.6% | +0.8% |
| 30D | -1.1% | -4.4% | +3.3% | +2.0% |
| 3M | -3.3% | -8.3% | +5.1% | +2.6% |
| 6M | -4.6% | -8.1% | +3.4% | +0.9% |
| YTD | +9.4% | +4.4% | +5.0% | +6.4% |
| 1Y | +16.9% | +0.2% | +16.8% | +16.8% |
| 3Y | +76.6% | +42.6% | +34.0% | +39.4% |
| 5Y | +66.2% | +31.5% | +34.7% | +39.2% |
| All | +170.5% | +137.8% | +32.7% | +46.7% |
Cumulative growth
Daily Returns
Daily percentage return beside DTE.
Daily Out/Under-Performance
Portfolio return minus DTE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DTE 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 10y: compounded portfolio wealth divided by compounded DTE 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…
10y analysis · Full analysis span regression · 6 months rolling