-28.2%
DPZ vs AEE
+57.9%
-86.1%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.3% | -0.9% | -1.1% |
| 7D | +2.2% | +3.0% | -0.8% | +1.2% |
| 30D | +6.7% | +11.2% | -4.6% | +3.2% |
| 3M | -4.5% | +7.0% | -11.5% | -6.6% |
| 6M | +3.3% | +5.7% | -2.4% | +1.4% |
| YTD | -19.4% | +16.2% | -35.7% | -23.4% |
| 1Y | -17.3% | +12.0% | -29.3% | -20.4% |
| 3Y | -8.4% | +63.4% | -71.8% | -21.7% |
| 5Y | -28.2% | +56.0% | -84.3% | -38.9% |
| All | -28.2% | +57.9% | -86.1% | -38.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling