+113.0%
DAL vs AEP
+86.9%
+26.1%
-47.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.2% | -5.0% | -5.2% |
| 7D | +1.4% | +2.5% | -1.1% | +1.0% |
| 30D | +9.1% | +3.4% | +5.7% | +8.5% |
| 3M | -3.5% | +4.2% | -7.7% | -4.2% |
| 6M | +23.4% | -0.8% | +24.2% | +23.4% |
| YTD | +26.0% | +15.2% | +10.8% | +22.4% |
| 1Y | +44.6% | +8.3% | +36.3% | +42.1% |
| 3Y | +162.7% | +84.2% | +78.5% | +122.0% |
| 5Y | +113.0% | +87.8% | +25.2% | +64.7% |
| All | +113.0% | +86.9% | +26.1% | +64.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling