+54,250.4%
DHR vs AEP
+2,240.6%
+52,009.8%
-45.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.4% |
| 7D | -0.8% | +2.0% | -2.8% | -1.5% |
| 30D | +0.2% | +0.5% | -0.3% | 0.0% |
| 3M | +12.1% | -0.3% | +12.4% | +12.1% |
| 6M | +5.4% | -3.5% | +8.9% | +6.3% |
| YTD | -10.0% | +11.3% | -21.2% | -13.6% |
| 1Y | +4.1% | +20.2% | -16.1% | -3.0% |
| 3Y | -5.2% | +79.8% | -85.0% | -23.9% |
| 5Y | -28.2% | +65.6% | -93.8% | -41.0% |
| 10Y | +208.4% | +169.3% | +39.1% | +111.9% |
| All | +54,250.4% | +2,240.6% | +52,009.8% | +16,182.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling