+1,129.1%
DIA vs AEP
+775.3%
+353.8%
-51.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.2% | -0.4% | -0.5% |
| 7D | -0.2% | +1.8% | -2.0% | -0.8% |
| 30D | -1.5% | -0.8% | -0.7% | -1.3% |
| 3M | +3.8% | -1.8% | +5.6% | +4.2% |
| 6M | +10.3% | -5.4% | +15.6% | +12.0% |
| YTD | +12.1% | +10.4% | +1.6% | +7.6% |
| 1Y | +18.6% | +18.2% | +0.5% | +10.9% |
| 3Y | +60.6% | +79.0% | -18.3% | +27.1% |
| 5Y | +64.4% | +64.8% | -0.4% | +32.8% |
| 10Y | +250.1% | +170.8% | +79.3% | +131.8% |
| All | +1,129.1% | +775.3% | +353.8% | +403.1% |
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