+50.5%
DRAM vs AEIS
-30.4%
+80.9%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.3% | +11.3% | -5.0% | -3.0% |
| 7D | -9.8% | +1.0% | -10.8% | -10.9% |
| 30D | -26.9% | -24.0% | -2.9% | -8.9% |
| 3M | -17.4% | -32.5% | +15.1% | +12.5% |
| 6M | -20.9% | -38.6% | +17.7% | +14.5% |
| All | +50.5% | -30.4% | +80.9% | +99.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 AEIS 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