-11.3%
DASH vs AEP
+8.5%
-19.9%
-37.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.4% | -0.7% | +1.2% |
| 7D | -4.8% | -1.5% | -3.3% | -5.4% |
| 30D | -7.9% | +4.5% | -12.4% | -6.0% |
| 3M | -16.3% | +2.8% | -19.2% | -15.5% |
| 6M | +10.4% | -0.7% | +11.0% | +10.6% |
| YTD | -20.1% | +13.8% | -33.9% | -12.2% |
| All | -11.3% | +8.5% | -19.9% | -2.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling