+65.6%
AEP vs DRI
+70.3%
-4.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.8% | +2.6% | +1.0% |
| 7D | +2.0% | -1.2% | +3.2% | +2.1% |
| 30D | +0.5% | -0.4% | +0.9% | +0.5% |
| 3M | -0.3% | +9.5% | -9.8% | -1.6% |
| 6M | -3.5% | +6.5% | -9.9% | -4.4% |
| YTD | +11.3% | +18.4% | -7.2% | +8.5% |
| 1Y | +20.2% | +4.2% | +16.0% | +19.1% |
| 3Y | +79.8% | +57.1% | +22.7% | +66.8% |
| 5Y | +65.6% | +70.4% | -4.9% | +50.3% |
| All | +65.6% | +70.3% | -4.8% | +50.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling