+4,069.1%
DHI vs AEE
+806.8%
+3,262.3%
-88.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.7% | 0.0% | +1.8% | +1.7% |
| 7D | -3.4% | -0.8% | -2.6% | -3.0% |
| 30D | -5.4% | -2.9% | -2.5% | -3.9% |
| 3M | -10.4% | -2.4% | -8.0% | -9.3% |
| 6M | -2.8% | -2.7% | -0.1% | -1.5% |
| YTD | -3.4% | +7.3% | -10.7% | -7.4% |
| 1Y | -22.9% | +7.5% | -30.5% | -26.2% |
| 3Y | +20.7% | +46.2% | -25.5% | -4.8% |
| 5Y | +62.1% | +39.7% | +22.4% | +29.3% |
| 10Y | +410.4% | +191.3% | +219.2% | +150.7% |
| All | +4,069.1% | +806.8% | +3,262.3% | +968.0% |
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