+37,071.1%
ADI vs AEP
+2,223.4%
+34,847.8%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.2% | +1.8% | +1.7% |
| 7D | +0.4% | +1.8% | -1.4% | -0.1% |
| 30D | -3.8% | -0.8% | -3.0% | -3.6% |
| 3M | -15.3% | -1.8% | -13.4% | -15.1% |
| 6M | +6.7% | -5.4% | +12.1% | +8.1% |
| YTD | +34.8% | +10.4% | +24.3% | +29.7% |
| 1Y | +49.0% | +18.2% | +30.9% | +39.9% |
| 3Y | +108.1% | +79.0% | +29.1% | +67.2% |
| 5Y | +142.4% | +64.8% | +77.6% | +98.7% |
| 10Y | +589.9% | +170.8% | +419.1% | +366.5% |
| All | +37,071.1% | +2,223.4% | +34,847.8% | +9,081.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling