+25.4%
ADM vs AEE
+56.4%
-31.0%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.3% |
| 7D | +4.2% | +1.7% | +2.5% | +3.5% |
| 30D | -12.8% | +9.7% | -22.6% | -16.0% |
| 3M | -8.5% | +5.9% | -14.4% | -10.6% |
| 6M | -10.9% | +6.7% | -17.6% | -13.5% |
| YTD | +29.4% | +17.4% | +12.1% | +20.5% |
| 1Y | +27.5% | +12.7% | +14.9% | +20.8% |
| 3Y | +10.3% | +68.2% | -57.9% | -13.9% |
| All | +25.4% | +56.4% | -31.0% | +0.5% |
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