+318.8%
ADP vs AEM
+380.6%
-61.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.4% | +2.7% | +0.4% |
| 7D | +0.9% | +1.4% | -0.4% | +0.9% |
| 30D | +11.9% | -1.2% | +13.1% | +11.8% |
| 3M | +13.7% | +2.5% | +11.2% | +13.5% |
| 6M | +46.8% | -5.1% | +51.9% | +46.9% |
| YTD | +21.8% | +10.4% | +11.4% | +20.1% |
| 1Y | +23.5% | +11.8% | +11.8% | +21.6% |
| 3Y | +44.1% | +315.6% | -271.6% | +27.7% |
| 5Y | +49.9% | +266.3% | -216.4% | +32.6% |
| 10Y | +318.8% | +427.4% | -108.6% | +265.3% |
| All | +318.8% | +380.6% | -61.8% | +265.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AEM.
Daily Out/Under-Performance
Portfolio return minus AEM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEM 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 10y: compounded portfolio wealth divided by compounded AEM 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…
10y analysis · Full analysis span regression · 6 months rolling