+1,129.1%
DIA vs AEE
+947.9%
+181.2%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.1% | -0.6% | -0.6% |
| 7D | -0.2% | +0.3% | -0.5% | -0.3% |
| 30D | -1.5% | -2.3% | +0.7% | -0.6% |
| 3M | +3.8% | +0.2% | +3.5% | +3.3% |
| 6M | +10.3% | -4.7% | +15.0% | +12.1% |
| YTD | +12.1% | +8.1% | +4.0% | +7.5% |
| 1Y | +18.6% | +8.5% | +10.1% | +13.3% |
| 3Y | +60.6% | +48.9% | +11.7% | +30.7% |
| 5Y | +64.4% | +39.9% | +24.5% | +36.0% |
| 10Y | +250.1% | +186.5% | +63.6% | +99.2% |
| All | +1,129.1% | +947.9% | +181.2% | +256.8% |
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