+100.8%
DG vs AEE
+222.5%
-121.7%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +1.1% | -1.5% | -0.8% |
| 7D | +0.3% | +1.7% | -1.4% | -0.3% |
| 30D | +3.2% | +9.7% | -6.5% | -0.1% |
| 3M | +10.4% | +5.9% | +4.5% | +8.2% |
| 6M | +33.2% | +6.7% | +26.5% | +29.9% |
| YTD | +3.0% | +17.4% | -14.4% | -3.2% |
| 1Y | +31.2% | +12.7% | +18.6% | +25.2% |
| 3Y | +21.8% | +68.2% | -46.4% | -1.0% |
| 5Y | -35.0% | +57.3% | -92.3% | -46.2% |
| All | +100.8% | +222.5% | -121.7% | +32.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling