+5,622.1%
DPZ vs AEE
+513.7%
+5,108.4%
-86.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +0.1% | -1.8% | -1.7% |
| 7D | -2.5% | +0.3% | -2.9% | -2.7% |
| 30D | -7.0% | -2.3% | -4.7% | -6.1% |
| 3M | +11.6% | +0.2% | +11.4% | +11.3% |
| 6M | -15.2% | -4.7% | -10.4% | -13.7% |
| YTD | -17.2% | +8.1% | -25.3% | -20.2% |
| 1Y | -24.8% | +8.5% | -33.4% | -27.8% |
| 3Y | -8.7% | +48.9% | -57.6% | -24.1% |
| 5Y | -28.9% | +39.9% | -68.8% | -40.1% |
| 10Y | +153.6% | +186.5% | -32.9% | +38.2% |
| All | +5,622.1% | +513.7% | +5,108.4% | +1,617.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling