-7.0%
DASH vs AEP
+77.9%
-84.8%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.2% | +0.1% | -0.1% |
| 7D | +0.4% | -2.8% | +3.2% | +0.7% |
| 30D | -6.0% | +3.6% | -9.7% | -6.4% |
| 3M | -15.8% | +1.8% | -17.5% | -15.9% |
| 6M | +7.0% | -3.1% | +10.1% | +7.3% |
| YTD | -20.7% | +12.2% | -32.9% | -22.6% |
| 1Y | -8.5% | +9.1% | -17.7% | -10.3% |
| 3Y | +101.8% | +77.9% | +23.9% | +70.1% |
| All | -7.0% | +77.9% | -84.8% | -13.9% |
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