+43.3%
ADP vs AEM
+348.5%
-305.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +4.8% | -5.2% | -0.3% |
| 7D | +1.1% | +17.8% | -16.7% | +1.6% |
| 30D | +11.5% | +6.2% | +5.3% | +11.7% |
| 3M | +12.0% | +12.5% | -0.5% | +12.7% |
| 6M | +43.8% | +4.4% | +39.4% | +45.2% |
| YTD | +20.1% | +19.2% | +0.8% | +20.0% |
| 1Y | +22.3% | +25.5% | -3.2% | +21.8% |
| 3Y | +43.3% | +346.4% | -303.2% | +33.3% |
| All | +43.3% | +348.5% | -305.3% | +33.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling