+279.0%
ADP vs AEM
+349.9%
-70.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -5.7% | +3.0% | -8.7% | -5.8% |
| 30D | -3.1% | +12.5% | -15.6% | -3.6% |
| 3M | +15.6% | +26.9% | -11.3% | +14.3% |
| 6M | +20.8% | -9.4% | +30.2% | +21.4% |
| YTD | +4.7% | +20.3% | -15.5% | +3.1% |
| 1Y | -8.3% | +33.8% | -42.1% | -10.6% |
| 3Y | +13.6% | +349.8% | -336.3% | +0.6% |
| 5Y | +45.0% | +301.0% | -256.0% | +28.2% |
| 10Y | +279.0% | +376.1% | -97.1% | +231.6% |
| All | +279.0% | +349.9% | -70.9% | +231.6% |
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