+6,352.0%
DRI vs AEIS
+2,004.7%
+4,347.3%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.1% | -1.6% | -0.6% |
| 7D | +4.2% | -6.9% | +11.1% | +4.8% |
| 30D | +15.7% | -23.2% | +38.9% | +19.0% |
| 3M | +5.8% | -29.5% | +35.2% | +9.6% |
| 6M | +18.4% | -37.9% | +56.3% | +23.2% |
| YTD | +28.2% | +6.0% | +22.2% | +22.4% |
| 1Y | +35.9% | +1.2% | +34.7% | +30.5% |
| 3Y | +67.7% | +150.0% | -82.2% | +38.0% |
| 5Y | +77.9% | +141.9% | -64.0% | +45.6% |
| 10Y | +338.7% | +356.2% | -17.5% | +222.2% |
| All | +6,352.0% | +2,004.7% | +4,347.3% | +3,443.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling