+279.0%
ADP vs AEIS
+545.5%
-266.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.1% | +0.1% | -0.8% |
| 7D | -5.7% | +6.5% | -12.1% | -6.7% |
| 30D | -3.1% | -9.2% | +6.1% | -1.9% |
| 3M | +15.6% | -8.3% | +23.9% | +14.4% |
| 6M | +20.8% | -6.3% | +27.1% | +16.9% |
| YTD | +4.7% | +36.5% | -31.8% | -8.2% |
| 1Y | -8.3% | +84.8% | -93.1% | -26.2% |
| 3Y | +13.6% | +176.6% | -163.0% | -21.3% |
| 5Y | +45.0% | +237.1% | -192.1% | -7.8% |
| 10Y | +279.0% | +554.7% | -275.7% | +64.7% |
| All | +279.0% | +545.5% | -266.6% | +64.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling