+244.3%
DIA vs AEE
+191.3%
+53.0%
-36.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.2% | +0.6% | -0.2% |
| 7D | -3.0% | -0.7% | -2.3% | -2.8% |
| 30D | -3.0% | -2.0% | -1.0% | -2.3% |
| 3M | +4.5% | -2.8% | +7.3% | +5.4% |
| 6M | +9.8% | -3.6% | +13.4% | +10.8% |
| YTD | +9.3% | +7.3% | +2.0% | +5.6% |
| 1Y | +16.0% | +8.7% | +7.3% | +11.3% |
| 3Y | +57.7% | +46.0% | +11.7% | +32.6% |
| 5Y | +63.8% | +39.8% | +24.0% | +38.8% |
| All | +244.3% | +191.3% | +53.0% | +149.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling