+148.0%
ADBE vs AEM
+369.2%
-221.2%
-71.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -2.9% | +0.5% | -2.2% |
| 7D | -12.9% | -5.0% | -7.9% | -12.6% |
| 30D | -5.6% | +8.5% | -14.1% | -6.2% |
| 3M | +6.6% | +29.3% | -22.7% | +4.5% |
| 6M | -9.6% | -12.9% | +3.4% | -8.8% |
| YTD | -28.9% | +16.8% | -45.7% | -30.4% |
| 1Y | -28.9% | +29.8% | -58.8% | -31.3% |
| 3Y | -55.6% | +336.7% | -392.3% | -62.8% |
| 5Y | -62.2% | +299.9% | -362.2% | -68.5% |
| All | +148.0% | +369.2% | -221.2% | +113.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling