+62.6%
ADM vs AEE
+43.4%
+19.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +1.0% | -1.1% | -0.5% |
| 7D | -0.1% | +1.3% | -1.4% | -0.6% |
| 30D | +11.0% | -1.2% | +12.3% | +11.5% |
| 3M | +6.0% | +1.0% | +5.0% | +5.3% |
| 6M | +26.9% | -2.3% | +29.2% | +27.5% |
| YTD | +50.0% | +9.1% | +40.9% | +43.9% |
| 1Y | +39.6% | +10.6% | +29.0% | +33.1% |
| 3Y | +18.5% | +48.5% | -30.0% | -1.9% |
| 5Y | +62.6% | +39.9% | +22.7% | +35.3% |
| All | +62.6% | +43.4% | +19.2% | +35.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling