+620.2%
ADI vs AEP
+207.1%
+413.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +0.2% | -3.0% | -2.8% |
| 7D | +9.5% | +2.9% | +6.6% | +8.7% |
| 30D | -1.4% | +3.2% | -4.6% | -2.2% |
| 3M | +4.7% | +3.8% | +0.9% | +3.7% |
| 6M | -7.4% | +2.5% | -9.9% | -8.3% |
| YTD | +48.1% | +15.5% | +32.6% | +41.8% |
| 1Y | +69.6% | +9.6% | +60.0% | +64.6% |
| 3Y | +144.4% | +91.2% | +53.2% | +96.5% |
| 5Y | +134.1% | +88.2% | +45.9% | +88.7% |
| All | +620.2% | +207.1% | +413.1% | +445.4% |
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