+5.8%
DASH vs AEE
+63.4%
-57.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +1.0% | -6.3% | -5.4% |
| 7D | -11.2% | +1.3% | -12.5% | -11.3% |
| 30D | -7.3% | -1.2% | -6.1% | -7.2% |
| 3M | +31.4% | +1.0% | +30.4% | +31.2% |
| 6M | +11.9% | -2.3% | +14.1% | +12.0% |
| YTD | -11.5% | +9.1% | -20.6% | -13.0% |
| 1Y | -20.0% | +10.6% | -30.6% | -21.7% |
| 3Y | +143.9% | +48.5% | +95.4% | +128.3% |
| 5Y | -0.2% | +39.9% | -40.1% | -6.2% |
| All | +5.8% | +63.4% | -57.7% | +4.1% |
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