+177.7%
AEP vs DRI
+348.4%
-170.7%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -1.6% | +1.0% | -0.4% |
| 7D | +0.9% | -4.8% | +5.7% | +1.4% |
| 30D | +1.5% | -3.9% | +5.4% | +1.9% |
| 3M | -1.7% | +5.1% | -6.8% | -2.4% |
| 6M | -4.0% | +5.5% | -9.5% | -4.8% |
| YTD | +10.6% | +16.5% | -5.9% | +8.3% |
| 1Y | +18.6% | +2.0% | +16.6% | +17.8% |
| 3Y | +78.7% | +54.5% | +24.2% | +68.1% |
| 5Y | +65.1% | +66.6% | -1.5% | +52.8% |
| 10Y | +177.7% | +353.6% | -175.9% | +137.4% |
| All | +177.7% | +348.4% | -170.7% | +137.4% |
Cumulative growth
Daily Returns
Daily percentage return beside DRI.
Daily Out/Under-Performance
Portfolio return minus DRI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × DRI 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 10y: compounded portfolio wealth divided by compounded DRI 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…
10y analysis · Full analysis span regression · 6 months rolling