-34.7%
DG vs AEE
+56.1%
-90.8%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +0.2% | -2.3% | -2.1% |
| 7D | -2.5% | +0.6% | -3.1% | -2.7% |
| 30D | +7.7% | +8.8% | -1.1% | +4.5% |
| 3M | +13.1% | +5.1% | +8.1% | +11.1% |
| 6M | +32.0% | +5.2% | +26.9% | +29.4% |
| YTD | +3.3% | +16.1% | -12.7% | -2.6% |
| 1Y | +31.7% | +10.4% | +21.2% | +26.4% |
| 3Y | +21.7% | +63.1% | -41.5% | -1.6% |
| 5Y | -34.7% | +55.6% | -90.3% | -46.5% |
| All | -34.7% | +56.1% | -90.8% | -46.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling