-4.5%
DASH vs AEP
+88.8%
-93.3%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +0.6% |
| 7D | -4.8% | -1.5% | -3.3% | -4.7% |
| 30D | -7.9% | +4.5% | -12.4% | -8.1% |
| 3M | -16.3% | +2.8% | -19.2% | -16.5% |
| 6M | +10.4% | -0.7% | +11.0% | +10.4% |
| YTD | -20.1% | +13.8% | -33.9% | -21.5% |
| 1Y | -11.4% | +9.0% | -20.4% | -12.5% |
| 3Y | +114.1% | +83.0% | +31.1% | +90.0% |
| 5Y | -5.8% | +83.3% | -89.0% | -9.5% |
| All | -4.5% | +88.8% | -93.3% | -6.1% |
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