+583.4%
DG vs AEE
+671.7%
-88.3%
-72.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +8.4% | +0.3% | +8.1% | +8.3% |
| 30D | +4.9% | -2.3% | +7.2% | +5.7% |
| 3M | +29.3% | +0.2% | +29.1% | +29.1% |
| 6M | -11.3% | -4.7% | -6.5% | -10.1% |
| YTD | +1.8% | +8.1% | -6.3% | -1.2% |
| 1Y | +25.3% | +8.5% | +16.8% | +21.4% |
| 3Y | +9.1% | +48.9% | -39.8% | -5.9% |
| 5Y | -34.9% | +39.9% | -74.8% | -43.0% |
| 10Y | +108.2% | +186.5% | -78.4% | +44.6% |
| All | +583.4% | +671.7% | -88.3% | +249.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling