+985.0%
ADM vs AEIS
+1,982.0%
-997.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +11.3% | -11.5% | -1.4% |
| 7D | -7.8% | +1.0% | -8.8% | -8.3% |
| 30D | -12.6% | -24.0% | +11.4% | -10.6% |
| 3M | -8.2% | -32.5% | +24.3% | -5.3% |
| 6M | -8.9% | -38.6% | +29.7% | -5.9% |
| YTD | +24.0% | +4.8% | +19.1% | +20.0% |
| 1Y | +26.2% | +1.3% | +24.8% | +22.4% |
| 3Y | +7.0% | +159.2% | -152.2% | -8.3% |
| 5Y | +24.9% | +140.8% | -116.0% | +6.5% |
| 10Y | +102.6% | +349.8% | -247.1% | +56.5% |
| All | +985.0% | +1,982.0% | -997.0% | +539.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling