+43.3%
DIS vs AEP
+76.7%
-33.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +5.2% | -2.8% | +8.1% | +5.5% |
| 30D | +11.5% | +3.6% | +7.8% | +11.2% |
| 3M | +11.5% | +1.8% | +9.7% | +11.4% |
| 6M | +8.9% | -3.1% | +12.0% | +9.1% |
| YTD | +3.4% | +12.2% | -8.8% | +2.0% |
| 1Y | +7.2% | +9.1% | -1.9% | +6.0% |
| 3Y | +43.3% | +77.9% | -34.6% | +36.0% |
| All | +43.3% | +76.7% | -33.4% | +36.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling