+171.8%
DLR vs AEE
+191.3%
-19.5%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.0% | -1.2% | -0.7% | -1.3% |
| 7D | -1.3% | -0.7% | -0.6% | -0.9% |
| 30D | -2.9% | -2.0% | -0.9% | -1.7% |
| 3M | +3.2% | -2.8% | +6.1% | +4.7% |
| 6M | +3.9% | -3.6% | +7.5% | +5.6% |
| YTD | +21.4% | +7.3% | +14.1% | +16.1% |
| 1Y | +9.7% | +8.7% | +1.0% | +3.9% |
| 3Y | +56.5% | +46.0% | +10.5% | +22.3% |
| 5Y | +41.5% | +39.8% | +1.7% | +13.0% |
| All | +171.8% | +191.3% | -19.5% | +26.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling