+1,479.5%
AEP vs DRI
+8,100.2%
-6,620.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | DRI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +1.5% | -0.1% | +1.2% |
| 7D | -1.5% | +3.1% | -4.6% | -2.0% |
| 30D | +4.5% | +16.2% | -11.8% | +2.1% |
| 3M | +2.8% | +8.4% | -5.5% | +1.4% |
| 6M | -0.7% | +19.0% | -19.7% | -3.5% |
| YTD | +13.8% | +28.8% | -15.0% | +9.0% |
| 1Y | +9.0% | +33.1% | -24.2% | +3.8% |
| 3Y | +83.0% | +70.8% | +12.2% | +66.3% |
| 5Y | +83.3% | +74.2% | +9.0% | +64.5% |
| 10Y | +194.6% | +345.5% | -150.9% | +114.7% |
| All | +1,479.5% | +8,100.2% | -6,620.7% | +675.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling