+3,483.8%
ADP vs AEIS
+1,770.4%
+1,713.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +6.1% | -7.3% | -2.0% |
| 7D | +3.2% | -11.3% | +14.5% | +4.3% |
| 30D | +14.9% | -32.6% | +47.5% | +19.6% |
| 3M | +11.6% | -39.2% | +50.8% | +17.0% |
| 6M | +48.5% | -45.4% | +93.8% | +55.2% |
| YTD | +20.6% | -5.8% | +26.4% | +16.0% |
| 1Y | +23.7% | -10.0% | +33.7% | +19.5% |
| 3Y | +47.8% | +121.2% | -73.4% | +23.6% |
| 5Y | +47.7% | +110.6% | -62.9% | +23.0% |
| 10Y | +324.0% | +326.6% | -2.7% | +210.3% |
| All | +3,483.8% | +1,770.4% | +1,713.4% | +1,719.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling