+1,107.0%
DIA vs AEE
+1,037.6%
+69.4%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.1% | -1.0% | -0.4% |
| 7D | +2.1% | +1.7% | +0.4% | +1.4% |
| 30D | +1.5% | +9.7% | -8.3% | -2.7% |
| 3M | -2.4% | +5.9% | -8.3% | -5.0% |
| 6M | +6.0% | +6.7% | -0.7% | +2.4% |
| YTD | +10.1% | +17.4% | -7.3% | +1.7% |
| 1Y | +11.8% | +12.7% | -0.8% | +5.1% |
| 3Y | +59.7% | +68.2% | -8.5% | +23.1% |
| 5Y | +57.9% | +57.3% | +0.6% | +23.9% |
| 10Y | +236.2% | +220.6% | +15.6% | +82.1% |
| All | +1,107.0% | +1,037.6% | +69.4% | +237.5% |
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