+1,001.8%
ADM vs AEIS
+2,098.8%
-1,097.0%
-68.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.5% | -2.1% | +1.9% |
| 7D | +0.1% | +9.5% | -9.4% | -1.0% |
| 30D | -11.8% | -17.5% | +5.7% | -10.6% |
| 3M | -11.3% | -29.3% | +18.0% | -8.9% |
| 6M | -10.0% | -34.7% | +24.7% | -7.7% |
| YTD | +25.9% | +10.7% | +15.2% | +21.2% |
| 1Y | +26.7% | +7.4% | +19.3% | +22.2% |
| 3Y | +8.1% | +161.1% | -153.0% | -7.3% |
| 5Y | +23.5% | +150.7% | -127.2% | +4.9% |
| 10Y | +128.2% | +360.8% | -232.6% | +75.8% |
| All | +1,001.8% | +2,098.8% | -1,097.0% | +546.0% |
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