+10.3%
ADM vs AEE
+65.0%
-54.6%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.4% |
| 7D | +4.2% | +1.7% | +2.5% | +3.7% |
| 30D | -12.8% | +9.7% | -22.6% | -15.2% |
| 3M | -8.5% | +5.9% | -14.4% | -10.0% |
| 6M | -10.9% | +6.7% | -17.6% | -12.9% |
| YTD | +29.4% | +17.4% | +12.1% | +22.4% |
| 1Y | +27.5% | +12.7% | +14.9% | +22.2% |
| 3Y | +10.3% | +68.2% | -57.9% | -11.8% |
| All | +10.3% | +65.0% | -54.6% | -11.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling