+62.5%
DRAM vs AEE
+3.3%
+59.2%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | +2.5% | -7.8% | -2.3% |
| 7D | -16.6% | +4.7% | -21.4% | -11.7% |
| 30D | -26.9% | +13.4% | -40.3% | -15.4% |
| 3M | -17.8% | +4.1% | -21.9% | -13.5% |
| 6M | +6.2% | +2.0% | +4.2% | +18.2% |
| All | +62.5% | +3.3% | +59.2% | +80.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling