+83.3%
AEP vs DRI
+76.5%
+6.8%
-29.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.2% |
| 7D | -1.5% | +3.1% | -4.6% | -1.9% |
| 30D | +4.5% | +16.2% | -11.8% | +2.6% |
| 3M | +2.8% | +8.4% | -5.5% | +1.7% |
| 6M | -0.7% | +19.0% | -19.7% | -3.0% |
| YTD | +13.8% | +28.8% | -15.0% | +9.7% |
| 1Y | +9.0% | +33.1% | -24.2% | +4.5% |
| 3Y | +83.0% | +70.8% | +12.2% | +67.4% |
| 5Y | +83.3% | +74.2% | +9.0% | +68.4% |
| All | +83.3% | +76.5% | +6.8% | +68.4% |
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 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