+68.3%
DGX vs AEE
+38.7%
+29.6%
-28.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.7% | +1.7% |
| 7D | -0.9% | -0.8% | -0.1% | -0.6% |
| 30D | -1.2% | -2.9% | +1.8% | +0.1% |
| 3M | +15.8% | -2.4% | +18.2% | +16.8% |
| 6M | +18.2% | -2.7% | +20.9% | +19.2% |
| YTD | +37.2% | +7.3% | +29.9% | +32.4% |
| 1Y | +30.4% | +7.5% | +22.8% | +25.6% |
| 3Y | +96.7% | +46.2% | +50.5% | +66.5% |
| All | +68.3% | +38.7% | +29.6% | +42.3% |
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 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