+25.3%
ADP vs AEE
+12.0%
+13.3%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.7% |
| 7D | +2.2% | +1.7% | +0.5% | +2.2% |
| 30D | +10.6% | +9.7% | +0.8% | +11.2% |
| 3M | +12.9% | +5.9% | +7.0% | +12.7% |
| 6M | +50.6% | +6.7% | +43.9% | +51.9% |
| YTD | +23.2% | +17.4% | +5.8% | +27.5% |
| 1Y | +25.3% | +12.7% | +12.6% | +29.4% |
| All | +25.3% | +12.0% | +13.3% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 1y: compounded portfolio wealth divided by compounded AEE 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…
1y analysis · Full analysis span regression · 6 months rolling