+62.6%
ADM vs AEIS
+228.8%
-166.2%
-54.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.8% | -2.9% | -0.4% |
| 7D | -0.1% | +8.1% | -8.2% | -0.7% |
| 30D | +11.0% | -11.1% | +22.2% | +12.0% |
| 3M | +6.0% | -5.6% | +11.7% | +5.6% |
| 6M | +26.9% | -0.6% | +27.6% | +24.8% |
| YTD | +50.0% | +38.0% | +12.0% | +41.6% |
| 1Y | +39.6% | +87.2% | -47.6% | +25.7% |
| 3Y | +18.5% | +179.7% | -161.2% | -2.3% |
| 5Y | +62.6% | +241.7% | -179.2% | +25.2% |
| All | +62.6% | +228.8% | -166.2% | +25.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling