-10.9%
ADM vs AEE
+7.0%
-17.9%
-21.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.6% |
| 7D | +4.2% | +1.7% | +2.5% | +4.0% |
| 30D | -12.8% | +9.7% | -22.6% | -13.2% |
| 3M | -8.5% | +5.9% | -14.4% | -9.1% |
| 6M | -10.9% | +6.7% | -17.6% | -10.5% |
| All | -10.9% | +7.0% | -17.9% | -10.5% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling