-2.5%
DPZ vs AEE
+57.6%
-60.1%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.2% | +0.5% | +0.3% |
| 7D | +9.5% | +2.4% | +7.1% | +8.8% |
| 30D | +12.8% | +10.9% | +1.9% | +9.5% |
| 3M | -6.2% | +4.3% | -10.5% | -7.5% |
| 6M | +4.3% | +2.5% | +1.8% | +3.4% |
| YTD | -16.6% | +15.3% | -32.0% | -20.1% |
| 1Y | -12.8% | +14.6% | -27.4% | -16.4% |
| All | -2.5% | +57.6% | -60.1% | -12.1% |
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