+7.0%
ADM vs AEIS
+152.4%
-145.4%
-42.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.3% | -11.5% | -0.5% |
| 7D | -7.8% | +1.0% | -8.8% | -7.9% |
| 30D | -12.6% | -24.0% | +11.4% | -11.8% |
| 3M | -8.2% | -32.5% | +24.3% | -7.0% |
| 6M | -8.9% | -38.6% | +29.7% | -7.5% |
| YTD | +24.0% | +4.8% | +19.1% | +20.3% |
| 1Y | +26.2% | +1.3% | +24.8% | +22.6% |
| 3Y | +7.0% | +159.2% | -152.2% | -10.3% |
| All | +7.0% | +152.4% | -145.4% | -10.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling