+1,196.2%
DVN vs AEP
+2,226.6%
-1,030.4%
-94.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -0.6% | +1.8% | +1.4% |
| 7D | -0.1% | +0.9% | -1.0% | -0.4% |
| 30D | +8.0% | +1.5% | +6.5% | +7.4% |
| 3M | +11.9% | -1.7% | +13.6% | +12.5% |
| 6M | +10.6% | -4.0% | +14.7% | +11.8% |
| YTD | +35.4% | +10.6% | +24.8% | +30.0% |
| 1Y | +46.5% | +18.6% | +27.8% | +36.7% |
| 3Y | +3.0% | +78.7% | -75.7% | -18.3% |
| 5Y | +120.5% | +65.1% | +55.4% | +78.3% |
| 10Y | +62.5% | +177.7% | -115.3% | +2.8% |
| All | +1,196.2% | +2,226.6% | -1,030.4% | +322.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling