+7.4%
DASH vs AEE
+40.8%
-33.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.7% | -4.6% |
| 7D | -10.6% | +0.3% | -10.9% | -10.6% |
| 30D | +2.2% | -2.3% | +4.4% | +2.5% |
| 3M | +32.3% | +0.2% | +32.1% | +32.1% |
| 6M | +19.1% | -4.7% | +23.9% | +19.9% |
| YTD | -6.5% | +8.1% | -14.6% | -8.8% |
| 1Y | -14.9% | +8.5% | -23.4% | -17.2% |
| 3Y | +151.9% | +48.9% | +103.1% | +125.6% |
| All | +7.4% | +40.8% | -33.3% | -4.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling