-37.9%
DG vs AEE
+40.3%
-78.1%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.4% | -2.1% | -2.4% |
| 7D | -4.8% | +1.1% | -5.9% | -5.2% |
| 30D | +1.8% | 0.0% | +1.8% | +1.7% |
| 3M | +14.5% | -0.9% | +15.4% | +14.7% |
| 6M | -13.6% | -2.4% | -11.2% | -13.1% |
| YTD | -4.8% | +8.6% | -13.5% | -8.2% |
| 1Y | +21.6% | +10.2% | +11.4% | +16.6% |
| 3Y | +4.5% | +47.8% | -43.4% | -12.3% |
| All | -37.9% | +40.3% | -78.1% | -47.5% |
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