+17.9%
DG vs AEE
+9.0%
+8.8%
-34.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.2% | 0.0% | -1.0% |
| 7D | -6.3% | -0.7% | -5.6% | -6.2% |
| 30D | +2.4% | -2.0% | +4.4% | +2.8% |
| 3M | +12.4% | -2.8% | +15.2% | +13.3% |
| 6M | -14.9% | -3.6% | -11.4% | -14.0% |
| YTD | -6.1% | +7.3% | -13.4% | -8.3% |
| 1Y | +17.9% | +8.7% | +9.2% | +16.7% |
| All | +17.9% | +9.0% | +8.8% | +16.7% |
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