-29.8%
DHR vs AEP
+63.6%
-93.3%
-43.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.0% | -1.1% | -1.8% |
| 7D | -5.0% | -1.0% | -4.0% | -4.7% |
| 30D | -3.3% | -0.1% | -3.2% | -3.4% |
| 3M | +9.4% | -3.2% | +12.6% | +10.5% |
| 6M | +3.2% | -5.3% | +8.4% | +4.7% |
| YTD | -12.0% | +9.5% | -21.6% | -15.3% |
| 1Y | +4.9% | +17.5% | -12.6% | -2.0% |
| 3Y | -7.4% | +77.0% | -84.3% | -28.6% |
| 5Y | -29.8% | +66.4% | -96.1% | -43.0% |
| All | -29.8% | +63.6% | -93.3% | -43.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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