+95.6%
DG vs AEE
+191.3%
-95.6%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -0.8% |
| 7D | -6.3% | -0.7% | -5.6% | -6.1% |
| 30D | +2.4% | -2.0% | +4.4% | +3.1% |
| 3M | +12.4% | -2.8% | +15.2% | +13.4% |
| 6M | -14.9% | -3.6% | -11.4% | -14.2% |
| YTD | -6.1% | +7.3% | -13.4% | -8.8% |
| 1Y | +17.9% | +8.7% | +9.2% | +13.8% |
| 3Y | +3.1% | +46.0% | -42.9% | -11.6% |
| 5Y | -38.7% | +39.8% | -78.4% | -47.0% |
| All | +95.6% | +191.3% | -95.6% | +37.4% |
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