+115.0%
DRAM vs AEP
-4.1%
+119.1%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.6% | -0.2% | +6.8% | +6.5% |
| 7D | +6.9% | +1.8% | +5.1% | +8.5% |
| 30D | +11.1% | -0.8% | +11.9% | +10.2% |
| 3M | -9.1% | -1.8% | -7.3% | -9.3% |
| All | +115.0% | -4.1% | +119.1% | +111.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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 · Available span rolling