+117.6%
DT vs AEE
+71.8%
+45.8%
-61.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.1% | -1.7% | -1.6% |
| 7D | -3.3% | +0.3% | -3.6% | -3.4% |
| 30D | +2.0% | -2.3% | +4.3% | +2.6% |
| 3M | +20.0% | +0.2% | +19.8% | +19.6% |
| 6M | +39.3% | -4.7% | +44.0% | +40.3% |
| YTD | +19.8% | +8.1% | +11.7% | +16.3% |
| 1Y | +4.3% | +8.5% | -4.3% | +1.0% |
| 3Y | +7.7% | +48.9% | -41.2% | -6.1% |
| 5Y | -26.8% | +39.9% | -66.7% | -35.6% |
| All | +117.6% | +71.8% | +45.8% | +76.6% |
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 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