+2,214.7%
ADP vs AEE
+879.2%
+1,335.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +0.9% | +0.2% | +0.8% | +0.8% |
| 30D | +11.9% | +9.7% | +2.2% | +7.2% |
| 3M | +13.7% | +5.8% | +7.9% | +10.7% |
| 6M | +46.8% | +4.5% | +42.3% | +43.2% |
| YTD | +21.8% | +15.8% | +5.9% | +12.5% |
| 1Y | +23.5% | +10.8% | +12.8% | +16.5% |
| 3Y | +44.1% | +62.8% | -18.7% | +12.0% |
| 5Y | +49.9% | +56.1% | -6.2% | +17.9% |
| 10Y | +318.8% | +216.4% | +102.3% | +136.0% |
| All | +2,214.7% | +879.2% | +1,335.4% | +610.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling