-16.8%
DASH vs AEP
+82.8%
-99.6%
-82.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +0.4% | -1.9% | -1.5% |
| 7D | -2.8% | -0.8% | -2.0% | -2.7% |
| 30D | -9.3% | +4.9% | -14.2% | -9.7% |
| 3M | -15.1% | +4.9% | -19.9% | -15.5% |
| 6M | +8.7% | -0.3% | +9.0% | +8.7% |
| YTD | -21.3% | +14.3% | -35.6% | -23.3% |
| 1Y | -12.7% | +7.5% | -20.2% | -13.9% |
| 3Y | +103.8% | +82.6% | +21.1% | +72.2% |
| 5Y | -16.8% | +81.5% | -98.3% | -19.5% |
| All | -16.8% | +82.8% | -99.6% | -19.5% |
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