+3,468.6%
ADP vs AEIS
+1,982.0%
+1,486.6%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +11.3% | -11.7% | -1.8% |
| 7D | +1.1% | +1.0% | +0.1% | +0.5% |
| 30D | +11.5% | -24.0% | +35.5% | +14.3% |
| 3M | +12.0% | -32.5% | +44.5% | +15.9% |
| 6M | +43.8% | -38.6% | +82.4% | +48.2% |
| YTD | +20.1% | +4.8% | +15.2% | +13.9% |
| 1Y | +22.3% | +1.3% | +21.0% | +16.4% |
| 3Y | +43.3% | +159.2% | -115.9% | +17.4% |
| 5Y | +47.3% | +140.8% | -93.5% | +20.6% |
| 10Y | +313.7% | +349.8% | -36.1% | +200.6% |
| All | +3,468.6% | +1,982.0% | +1,486.6% | +1,687.4% |
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