+52.7%
DRAM vs AEIS
-30.3%
+83.1%
-54.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.9% | -4.0% | +1.1% | +0.4% |
| 7D | +7.9% | +11.5% | -3.6% | -1.5% |
| 30D | -15.4% | -15.8% | +0.3% | -3.1% |
| 3M | -25.5% | -33.3% | +7.8% | +2.8% |
| 6M | -22.3% | -35.2% | +12.9% | +11.0% |
| All | +52.7% | -30.3% | +83.1% | +102.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling