-31.9%
DIS vs AEP
+77.9%
-109.8%
-55.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -0.2% | -0.2% | -0.4% |
| 7D | +5.2% | -2.8% | +8.1% | +5.9% |
| 30D | +11.5% | +3.6% | +7.8% | +10.5% |
| 3M | +11.5% | +1.8% | +9.7% | +11.0% |
| 6M | +8.9% | -3.1% | +12.0% | +9.5% |
| YTD | +3.4% | +12.2% | -8.8% | -0.3% |
| 1Y | +7.2% | +9.1% | -1.9% | +4.1% |
| 3Y | +43.3% | +77.9% | -34.6% | +16.9% |
| All | -31.9% | +77.9% | -109.8% | -45.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling