-19.2%
DKNG vs AEP
+10.7%
-29.9%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.4% | -0.5% | +5.9% | +5.3% |
| 7D | +13.8% | +0.8% | +13.0% | +14.0% |
| 30D | +17.9% | +7.9% | +10.0% | +20.1% |
| 3M | -2.1% | +1.5% | -3.6% | -1.8% |
| 6M | -2.0% | -2.6% | +0.6% | -2.1% |
| YTD | -32.9% | +14.7% | -47.6% | -31.5% |
| 1Y | -19.2% | +10.8% | -30.0% | -16.4% |
| All | -19.2% | +10.7% | -29.9% | -16.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling