+1.3%
DRI vs AEE
+9.0%
-7.8%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.2% | +0.3% | -0.6% |
| 7D | -4.8% | -0.7% | -4.1% | -4.7% |
| 30D | -5.2% | -2.0% | -3.2% | -4.8% |
| 3M | +2.7% | -2.8% | +5.6% | +3.5% |
| 6M | +3.6% | -3.6% | +7.2% | +4.8% |
| YTD | +15.4% | +7.3% | +8.1% | +11.6% |
| 1Y | +1.3% | +8.7% | -7.5% | -3.4% |
| All | +1.3% | +9.0% | -7.8% | -3.4% |
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