+673.7%
ADM vs AEE
+892.1%
-218.4%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +1.1% | +1.6% | +2.2% |
| 7D | +4.2% | +1.7% | +2.5% | +3.3% |
| 30D | -12.8% | +9.7% | -22.6% | -16.9% |
| 3M | -8.5% | +5.9% | -14.4% | -11.2% |
| 6M | -10.9% | +6.7% | -17.6% | -14.3% |
| YTD | +29.4% | +17.4% | +12.1% | +18.3% |
| 1Y | +27.5% | +12.7% | +14.9% | +19.0% |
| 3Y | +10.3% | +68.2% | -57.9% | -17.7% |
| 5Y | +27.4% | +57.3% | -29.9% | -2.8% |
| 10Y | +134.6% | +220.6% | -86.0% | +16.1% |
| All | +673.7% | +892.1% | -218.4% | +103.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling