+125.6%
DAL vs AEP
+196.9%
-71.3%
-69.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +0.4% | +0.1% | +0.3% |
| 7D | +10.7% | -0.8% | +11.5% | +11.0% |
| 30D | +12.5% | +4.9% | +7.6% | +11.0% |
| 3M | +3.6% | +4.9% | -1.2% | +2.2% |
| 6M | +26.7% | -0.3% | +27.0% | +26.5% |
| YTD | +34.3% | +14.3% | +20.0% | +28.3% |
| 1Y | +59.1% | +7.5% | +51.6% | +54.8% |
| 3Y | +179.9% | +82.6% | +97.2% | +123.7% |
| 5Y | +119.1% | +81.5% | +37.7% | +73.2% |
| 10Y | +125.6% | +203.2% | -77.5% | +87.3% |
| All | +125.6% | +196.9% | -71.3% | +87.3% |
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