+114.1%
DT vs AEE
+70.5%
+43.7%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | 0.0% | -0.6% | -0.7% |
| 7D | -1.6% | -0.8% | -0.8% | -1.4% |
| 30D | +3.0% | -2.9% | +6.0% | +3.7% |
| 3M | +26.5% | -2.4% | +28.9% | +27.0% |
| 6M | +35.9% | -2.7% | +38.6% | +36.1% |
| YTD | +17.8% | +7.3% | +10.6% | +14.6% |
| 1Y | +4.1% | +7.5% | -3.5% | +1.0% |
| 3Y | +5.3% | +46.2% | -40.9% | -7.7% |
| 5Y | -27.2% | +39.7% | -66.9% | -35.9% |
| All | +114.1% | +70.5% | +43.7% | +74.1% |
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 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