+7.4%
DASH vs AEP
+65.1%
-57.7%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | -0.2% | -4.5% | -4.6% |
| 7D | -10.6% | +1.8% | -12.4% | -10.7% |
| 30D | +2.2% | -0.8% | +3.0% | +2.2% |
| 3M | +32.3% | -1.8% | +34.1% | +32.4% |
| 6M | +19.1% | -5.4% | +24.5% | +19.6% |
| YTD | -6.5% | +10.4% | -17.0% | -8.6% |
| 1Y | -14.9% | +18.2% | -33.0% | -17.9% |
| 3Y | +151.9% | +79.0% | +73.0% | +112.2% |
| All | +7.4% | +65.1% | -57.7% | -5.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling