-8.3%
ADP vs AEM
+31.8%
-40.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.0% |
| 7D | -5.7% | +3.0% | -8.7% | -5.3% |
| 30D | -3.1% | +12.5% | -15.6% | -1.5% |
| 3M | +15.6% | +26.9% | -11.3% | +20.2% |
| 6M | +20.8% | -9.4% | +30.2% | +22.2% |
| YTD | +4.7% | +20.3% | -15.5% | +6.4% |
| 1Y | -8.3% | +33.8% | -42.1% | -7.6% |
| All | -8.3% | +31.8% | -40.1% | -7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling