+44.7%
DG vs AEE
+13.9%
+30.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.5% | +2.5% | +6.1% | +7.7% |
| 7D | +12.3% | +4.7% | +7.6% | +10.7% |
| 30D | +19.3% | +13.4% | +5.9% | +15.6% |
| 3M | +11.9% | +4.1% | +7.8% | +10.1% |
| 6M | +25.0% | +2.0% | +22.9% | +24.1% |
| YTD | +8.7% | +15.6% | -6.9% | +4.2% |
| 1Y | +44.7% | +14.1% | +30.6% | +40.0% |
| All | +44.7% | +13.9% | +30.8% | +40.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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