+2,182.2%
ADP vs AEE
+885.6%
+1,296.5%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +1.0% | -1.5% | -0.9% |
| 7D | +1.1% | +2.3% | -1.2% | 0.0% |
| 30D | +11.5% | +11.6% | -0.1% | +6.0% |
| 3M | +12.0% | +5.5% | +6.5% | +9.2% |
| 6M | +43.8% | +6.0% | +37.8% | +39.4% |
| YTD | +20.1% | +16.6% | +3.5% | +10.6% |
| 1Y | +22.3% | +12.1% | +10.2% | +14.7% |
| 3Y | +43.3% | +64.2% | -20.9% | +11.0% |
| 5Y | +47.3% | +59.1% | -11.8% | +14.9% |
| 10Y | +313.7% | +210.2% | +103.5% | +135.1% |
| All | +2,182.2% | +885.6% | +1,296.5% | +598.5% |
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 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