+122.8%
DAL vs AEP
+186.7%
-63.9%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.2% | +2.3% | +2.2% |
| 7D | +8.8% | -2.8% | +11.6% | +9.7% |
| 30D | +5.4% | +3.6% | +1.7% | +4.3% |
| 3M | -4.9% | +1.8% | -6.7% | -5.5% |
| 6M | +19.8% | -3.1% | +23.0% | +20.6% |
| YTD | +27.0% | +12.2% | +14.7% | +22.0% |
| 1Y | +52.5% | +9.1% | +43.3% | +47.5% |
| 3Y | +173.8% | +77.9% | +95.9% | +121.2% |
| 5Y | +104.5% | +78.1% | +26.4% | +63.0% |
| All | +122.8% | +186.7% | -63.9% | +88.1% |
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