+6,359.9%
DRI vs AEIS
+2,098.8%
+4,261.1%
-72.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +4.5% | -4.3% | -0.5% |
| 7D | -0.7% | +9.5% | -10.2% | -2.2% |
| 30D | +14.7% | -17.5% | +32.2% | +16.8% |
| 3M | +5.4% | -29.3% | +34.7% | +9.2% |
| 6M | +18.8% | -34.7% | +53.5% | +22.7% |
| YTD | +28.4% | +10.7% | +17.6% | +21.8% |
| 1Y | +37.7% | +7.4% | +30.3% | +31.1% |
| 3Y | +68.0% | +161.1% | -93.2% | +37.3% |
| 5Y | +78.8% | +150.7% | -71.9% | +45.6% |
| 10Y | +334.2% | +360.8% | -26.7% | +218.1% |
| All | +6,359.9% | +2,098.8% | +4,261.1% | +3,426.7% |
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