+171.7%
ADM vs AEIS
+531.1%
-359.4%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.1% | +4.5% | +1.1% |
| 7D | +3.0% | -0.2% | +3.2% | +3.0% |
| 30D | +8.7% | -16.4% | +25.1% | +11.6% |
| 3M | +7.6% | -11.1% | +18.7% | +8.0% |
| 6M | +26.9% | -12.0% | +38.9% | +26.1% |
| YTD | +54.3% | +30.9% | +23.4% | +41.4% |
| 1Y | +45.7% | +74.3% | -28.7% | +24.6% |
| 3Y | +21.9% | +165.2% | -143.3% | -8.0% |
| 5Y | +67.2% | +220.0% | -152.9% | +17.0% |
| All | +171.7% | +531.1% | -359.4% | +58.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling