+135.1%
ADI vs AEP
+64.9%
+70.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +2.6% | +0.9% | +1.7% | +2.5% |
| 30D | -4.6% | +1.5% | -6.1% | -4.9% |
| 3M | -9.5% | -1.7% | -7.8% | -9.5% |
| 6M | +14.8% | -4.0% | +18.9% | +15.2% |
| YTD | +35.8% | +10.6% | +25.2% | +32.7% |
| 1Y | +48.9% | +18.6% | +30.3% | +43.1% |
| 3Y | +115.6% | +78.7% | +36.9% | +80.7% |
| 5Y | +135.1% | +65.1% | +70.0% | +106.3% |
| All | +135.1% | +64.9% | +70.2% | +106.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling