+1,458.7%
DIS vs AEP
+2,223.4%
-764.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -0.2% | -1.6% | -1.7% |
| 7D | -2.6% | +1.8% | -4.4% | -3.2% |
| 30D | +3.5% | -0.8% | +4.3% | +3.7% |
| 3M | +6.8% | -1.8% | +8.7% | +7.3% |
| 6M | +3.0% | -5.4% | +8.3% | +4.5% |
| YTD | -6.7% | +10.4% | -17.2% | -10.7% |
| 1Y | -10.1% | +18.2% | -28.2% | -16.3% |
| 3Y | +33.0% | +79.0% | -45.9% | +4.3% |
| 5Y | -40.0% | +64.8% | -104.8% | -51.9% |
| 10Y | +21.1% | +170.8% | -149.8% | -21.8% |
| All | +1,458.7% | +2,223.4% | -764.7% | +257.3% |
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