+2,231.7%
AEP vs DTE
+3,521.9%
-1,290.2%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DTE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.9% | -0.1% | +0.1% |
| 7D | +2.0% | +0.9% | +1.1% | +1.4% |
| 30D | +0.5% | -1.9% | +2.4% | +1.9% |
| 3M | -0.3% | -3.3% | +3.0% | +2.2% |
| 6M | -3.5% | -7.1% | +3.7% | +1.7% |
| YTD | +11.3% | +8.1% | +3.2% | +5.3% |
| 1Y | +20.2% | +5.3% | +15.0% | +15.8% |
| 3Y | +79.8% | +48.2% | +31.6% | +35.3% |
| 5Y | +65.6% | +33.2% | +32.3% | +34.8% |
| 10Y | +169.3% | +137.5% | +31.8% | +37.1% |
| All | +2,231.7% | +3,521.9% | -1,290.2% | +138.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling