+62.5%
DRAM vs AEP
-0.4%
+62.9%
-44.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.3% | -0.5% | -4.8% | -5.7% |
| 7D | -16.6% | +0.8% | -17.5% | -16.0% |
| 30D | -26.9% | +7.9% | -34.8% | -22.2% |
| 3M | -17.8% | +1.5% | -19.3% | -17.3% |
| 6M | +6.2% | -2.6% | +8.8% | +8.2% |
| All | +62.5% | -0.4% | +62.9% | +64.6% |
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 · 6 months rolling