+47.8%
ADP vs AEIS
+117.1%
-69.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.1% | -7.3% | -0.8% |
| 7D | +3.2% | -11.3% | +14.5% | +2.6% |
| 30D | +14.9% | -32.6% | +47.5% | +12.7% |
| 3M | +11.6% | -39.2% | +50.8% | +9.1% |
| 6M | +48.5% | -45.4% | +93.8% | +45.9% |
| YTD | +20.6% | -5.8% | +26.4% | +13.5% |
| 1Y | +23.7% | -10.0% | +33.7% | +16.8% |
| 3Y | +47.8% | +121.2% | -73.4% | +21.0% |
| All | +47.8% | +117.1% | -69.3% | +21.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling