+1,448.2%
DTE vs AEE
+818.5%
+629.7%
-52.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.4% | -0.4% | -0.5% |
| 7D | 0.0% | +1.1% | -1.0% | -0.8% |
| 30D | -0.5% | 0.0% | -0.5% | -0.5% |
| 3M | -6.0% | -0.9% | -5.1% | -5.5% |
| 6M | -7.2% | -2.4% | -4.8% | -5.5% |
| YTD | +7.2% | +8.6% | -1.5% | +0.5% |
| 1Y | +4.1% | +10.2% | -6.1% | -3.4% |
| 3Y | +46.9% | +47.8% | -1.0% | +8.2% |
| 5Y | +32.9% | +40.1% | -7.2% | +1.9% |
| 10Y | +144.5% | +195.0% | -50.5% | +5.0% |
| All | +1,448.2% | +818.5% | +629.7% | +165.1% |
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 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