+335.8%
DVN vs AEE
+818.5%
-482.6%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.4% | +1.6% | +1.4% |
| 7D | -0.1% | +1.1% | -1.2% | -0.6% |
| 30D | +8.0% | 0.0% | +8.0% | +7.9% |
| 3M | +11.9% | -0.9% | +12.8% | +12.1% |
| 6M | +10.6% | -2.4% | +13.0% | +11.1% |
| YTD | +35.4% | +8.6% | +26.7% | +28.7% |
| 1Y | +46.5% | +10.2% | +36.3% | +38.0% |
| 3Y | +3.0% | +47.8% | -44.9% | -18.3% |
| 5Y | +120.5% | +40.1% | +80.4% | +77.3% |
| 10Y | +62.5% | +195.0% | -132.6% | -22.2% |
| All | +335.8% | +818.5% | -482.6% | +10.7% |
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