+45.8%
ADP vs AEM
+297.7%
-251.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -1.4% | -2.1% | -3.4% |
| 7D | -5.5% | +4.3% | -9.8% | -5.6% |
| 30D | -1.2% | +13.1% | -14.4% | -1.7% |
| 3M | +17.9% | +24.8% | -6.9% | +16.9% |
| 6M | +20.3% | -8.2% | +28.6% | +21.3% |
| YTD | +5.8% | +19.8% | -14.0% | +3.8% |
| 1Y | -7.7% | +32.1% | -39.8% | -10.7% |
| 3Y | +14.7% | +348.2% | -333.5% | -4.9% |
| 5Y | +45.8% | +297.5% | -251.7% | +20.4% |
| All | +45.8% | +297.7% | -251.9% | +20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling