+9.0%
DVN vs AEP
+76.9%
-67.8%
-49.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.1% | +2.3% |
| 7D | +2.5% | -1.0% | +3.5% | +2.7% |
| 30D | +10.2% | -0.1% | +10.3% | +10.2% |
| 3M | +8.1% | -3.2% | +11.3% | +8.7% |
| 6M | +15.9% | -5.3% | +21.2% | +16.9% |
| YTD | +38.2% | +9.5% | +28.7% | +35.9% |
| 1Y | +44.5% | +17.5% | +27.0% | +39.8% |
| All | +9.0% | +76.9% | -67.8% | -10.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 3y: compounded portfolio wealth divided by compounded AEP 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…
3y analysis · Full analysis span regression · 6 months rolling