+128.1%
DAL vs AEP
+191.0%
-62.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.3% | +1.4% | +3.9% | +4.9% |
| 7D | +10.0% | -1.5% | +11.6% | +10.6% |
| 30D | +12.0% | +4.5% | +7.5% | +10.6% |
| 3M | +0.8% | +2.8% | -2.1% | -0.1% |
| 6M | +26.2% | -0.7% | +26.8% | +26.1% |
| YTD | +33.7% | +13.8% | +19.8% | +27.9% |
| 1Y | +57.6% | +9.0% | +48.6% | +52.6% |
| 3Y | +183.5% | +83.0% | +100.5% | +126.6% |
| 5Y | +114.2% | +83.3% | +30.9% | +68.8% |
| 10Y | +128.1% | +194.6% | -66.5% | +91.5% |
| All | +128.1% | +191.0% | -62.9% | +91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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