+45.8%
ADP vs AEIS
+228.8%
-183.0%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.8% | -6.3% | -3.6% |
| 7D | -5.5% | +8.1% | -13.6% | -5.9% |
| 30D | -1.2% | -11.1% | +9.9% | -0.7% |
| 3M | +17.9% | -5.6% | +23.5% | +16.8% |
| 6M | +20.3% | -0.6% | +21.0% | +16.7% |
| YTD | +5.8% | +38.0% | -32.2% | -3.8% |
| 1Y | -7.7% | +87.2% | -94.9% | -21.7% |
| 3Y | +14.7% | +179.7% | -165.0% | -14.6% |
| 5Y | +45.8% | +241.7% | -196.0% | -2.3% |
| All | +45.8% | +228.8% | -183.0% | -2.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling