+616.7%
ADI vs AEP
+175.2%
+441.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.8% |
| 7D | +1.3% | -1.0% | +2.3% | +1.6% |
| 30D | -6.0% | -0.1% | -5.9% | -6.0% |
| 3M | -7.7% | -3.2% | -4.5% | -7.2% |
| 6M | +14.0% | -5.3% | +19.3% | +15.0% |
| YTD | +34.4% | +9.5% | +24.9% | +30.4% |
| 1Y | +48.0% | +17.5% | +30.5% | +40.5% |
| 3Y | +113.3% | +77.0% | +36.3% | +75.3% |
| 5Y | +131.1% | +66.4% | +64.7% | +93.3% |
| All | +616.7% | +175.2% | +441.5% | +462.8% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 AEP 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