+124.0%
DPZ vs AEE
+202.7%
-78.7%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +6.6% | +2.1% | +4.5% | +6.0% |
| 30D | +10.3% | +11.4% | -1.1% | +7.4% |
| 3M | -6.2% | +5.0% | -11.1% | -7.3% |
| 6M | +4.2% | +4.4% | -0.2% | +3.0% |
| YTD | -18.4% | +15.4% | -33.8% | -21.4% |
| 1Y | -14.9% | +13.8% | -28.7% | -17.8% |
| 3Y | -4.6% | +58.0% | -62.6% | -15.0% |
| 5Y | -27.4% | +52.9% | -80.3% | -35.2% |
| All | +124.0% | +202.7% | -78.7% | +68.7% |
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