+32.2%
DKS vs AEE
+46.3%
-14.1%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | 0.0% | +2.4% | +2.4% |
| 7D | -2.0% | -0.8% | -1.3% | -1.9% |
| 30D | -32.7% | -2.9% | -29.8% | -32.4% |
| 3M | -38.8% | -2.4% | -36.4% | -38.4% |
| 6M | -29.4% | -2.7% | -26.7% | -29.0% |
| YTD | -30.3% | +7.3% | -37.6% | -30.8% |
| 1Y | -39.6% | +7.5% | -47.1% | -40.1% |
| 3Y | +32.2% | +46.2% | -14.0% | +25.1% |
| All | +32.2% | +46.3% | -14.1% | +25.1% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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