+115.3%
ADI vs AEE
+48.1%
+67.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.5% |
| 7D | +2.6% | +1.1% | +1.6% | +2.6% |
| 30D | -4.6% | 0.0% | -4.6% | -4.6% |
| 3M | -9.5% | -0.9% | -8.6% | -9.8% |
| 6M | +14.8% | -2.4% | +17.3% | +14.6% |
| YTD | +35.8% | +8.6% | +27.2% | +34.7% |
| 1Y | +48.9% | +10.2% | +38.8% | +47.5% |
| All | +115.3% | +48.1% | +67.2% | +108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling