+133.5%
ADI vs AEE
+40.3%
+93.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +1.0% | +0.6% |
| 7D | +2.6% | +1.1% | +1.6% | +2.4% |
| 30D | -4.6% | 0.0% | -4.6% | -4.6% |
| 3M | -9.5% | -0.9% | -8.6% | -9.7% |
| 6M | +14.8% | -2.4% | +17.3% | +14.9% |
| YTD | +35.8% | +8.6% | +27.2% | +32.2% |
| 1Y | +48.9% | +10.2% | +38.8% | +44.3% |
| 3Y | +115.6% | +47.8% | +67.7% | +90.2% |
| All | +133.5% | +40.3% | +93.3% | +110.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling