+7,691.0%
DGX vs AEE
+818.5%
+6,872.6%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.4% | +0.4% | +0.1% |
| 7D | -2.2% | +1.1% | -3.3% | -2.6% |
| 30D | -0.9% | 0.0% | -0.9% | -1.0% |
| 3M | +15.6% | -0.9% | +16.5% | +15.8% |
| 6M | +17.8% | -2.4% | +20.2% | +18.5% |
| YTD | +37.5% | +8.6% | +28.8% | +33.1% |
| 1Y | +31.2% | +10.2% | +21.0% | +26.3% |
| 3Y | +96.6% | +47.8% | +48.8% | +69.8% |
| 5Y | +64.9% | +40.1% | +24.8% | +44.0% |
| 10Y | +254.6% | +195.0% | +59.6% | +133.8% |
| All | +7,691.0% | +818.5% | +6,872.6% | +3,311.3% |
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