+14.7%
ADP vs AEE
+49.7%
-35.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.0% | -4.4% | -3.7% |
| 7D | -5.5% | +1.3% | -6.8% | -5.8% |
| 30D | -1.2% | -1.2% | 0.0% | -1.0% |
| 3M | +17.9% | +1.0% | +16.8% | +17.5% |
| 6M | +20.3% | -2.3% | +22.6% | +20.7% |
| YTD | +5.8% | +9.1% | -3.3% | +2.4% |
| 1Y | -7.7% | +10.6% | -18.3% | -11.2% |
| 3Y | +14.7% | +48.5% | -33.8% | +3.5% |
| All | +14.7% | +49.7% | -35.0% | +3.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling