+3,159.0%
ADP vs AEIS
+2,566.8%
+592.2%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEIS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | +2.4% | -4.5% | -2.4% |
| 7D | -3.4% | +3.0% | -6.4% | -3.8% |
| 30D | +2.8% | -14.6% | +17.4% | +4.5% |
| 3M | +20.9% | -12.4% | +33.4% | +20.9% |
| 6M | +29.9% | -15.0% | +44.8% | +29.1% |
| YTD | +9.6% | +34.3% | -24.6% | +2.1% |
| 1Y | -5.3% | +87.4% | -92.6% | -16.1% |
| 3Y | +16.5% | +139.8% | -123.3% | -2.2% |
| 5Y | +49.4% | +220.7% | -171.3% | +19.3% |
| 10Y | +282.2% | +531.6% | -249.4% | +169.6% |
| All | +3,159.0% | +2,566.8% | +592.2% | +1,501.9% |
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