-28.9%
DPZ vs AEE
+56.4%
-85.3%
-47.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +1.1% | +1.4% | +2.2% |
| 7D | +2.2% | +1.7% | +0.5% | +1.7% |
| 30D | +15.5% | +9.7% | +5.7% | +12.2% |
| 3M | -2.0% | +5.9% | -7.9% | -3.8% |
| 6M | +12.1% | +6.7% | +5.4% | +9.7% |
| YTD | -16.6% | +17.4% | -33.9% | -20.9% |
| 1Y | -14.6% | +12.7% | -27.2% | -18.0% |
| 3Y | -4.1% | +68.2% | -72.4% | -18.9% |
| All | -28.9% | +56.4% | -85.3% | -39.6% |
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