+118.6%
DVN vs AEP
+64.8%
+53.8%
-60.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.1% | +0.5% | +0.4% |
| 7D | +4.5% | -0.9% | +5.5% | +4.7% |
| 30D | +12.0% | -1.1% | +13.0% | +12.2% |
| 3M | +13.4% | -3.3% | +16.7% | +14.2% |
| 6M | +12.1% | -4.6% | +16.7% | +13.2% |
| YTD | +38.8% | +9.4% | +29.4% | +35.1% |
| 1Y | +46.0% | +16.9% | +29.1% | +39.2% |
| 3Y | +9.5% | +76.6% | -67.1% | -10.7% |
| All | +118.6% | +64.8% | +53.8% | +89.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling