-4.5%
DASH vs AEE
+74.6%
-79.1%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.0% | -0.3% | +0.6% |
| 7D | -4.8% | +2.3% | -7.1% | -5.0% |
| 30D | -7.9% | +11.6% | -19.5% | -9.0% |
| 3M | -16.3% | +5.5% | -21.8% | -16.8% |
| 6M | +10.4% | +6.0% | +4.4% | +9.6% |
| YTD | -20.1% | +16.6% | -36.7% | -22.0% |
| 1Y | -11.4% | +12.1% | -23.5% | -13.0% |
| 3Y | +114.1% | +64.2% | +49.9% | +97.4% |
| 5Y | -5.8% | +59.1% | -64.9% | -10.0% |
| All | -4.5% | +74.6% | -79.1% | -6.7% |
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