+138.9%
DPZ vs AEE
+219.0%
-80.0%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +0.2% | +1.2% | +1.4% |
| 7D | -2.5% | +0.6% | -3.1% | -2.6% |
| 30D | +12.5% | +8.8% | +3.7% | +10.2% |
| 3M | -5.2% | +5.1% | -10.3% | -6.4% |
| 6M | +8.8% | +5.2% | +3.6% | +7.3% |
| YTD | -18.7% | +16.1% | -34.7% | -21.7% |
| 1Y | -15.7% | +10.4% | -26.1% | -17.9% |
| 3Y | -7.5% | +63.1% | -70.6% | -18.2% |
| 5Y | -30.1% | +55.6% | -85.7% | -37.8% |
| All | +138.9% | +219.0% | -80.0% | +80.0% |
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