+21.3%
ADM vs AEIS
+6.2%
+15.0%
-19.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -11.1% | +11.5% | -0.1% |
| 7D | -8.3% | -12.7% | +4.4% | -8.5% |
| 30D | -14.1% | -28.8% | +14.7% | -14.6% |
| 3M | -10.7% | -38.0% | +27.3% | -11.3% |
| 6M | -5.9% | -45.3% | +39.4% | -6.8% |
| YTD | +25.8% | +1.1% | +24.6% | +31.0% |
| 1Y | +21.3% | +8.6% | +12.6% | +30.3% |
| All | +21.3% | +6.2% | +15.0% | +30.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEIS.
Daily Out/Under-Performance
Portfolio return minus AEIS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEIS 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 1y: compounded portfolio wealth divided by compounded AEIS 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…
1y analysis · Full analysis span regression · 6 months rolling