+124.7%
DAL vs AEE
+212.4%
-87.7%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.0% | +4.2% | +4.9% |
| 7D | +10.0% | +2.3% | +7.7% | +9.3% |
| 30D | +12.0% | +11.6% | +0.5% | +8.2% |
| 3M | +0.8% | +5.5% | -4.7% | -0.9% |
| 6M | +26.2% | +6.0% | +20.2% | +23.5% |
| YTD | +33.7% | +16.6% | +17.1% | +26.4% |
| 1Y | +57.6% | +12.1% | +45.5% | +51.0% |
| 3Y | +183.5% | +64.2% | +119.3% | +135.6% |
| 5Y | +114.2% | +59.1% | +55.1% | +78.2% |
| All | +124.7% | +212.4% | -87.7% | +77.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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