+10,816.5%
ADP vs AEM
+3,538.8%
+7,277.7%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -1.2% | -0.9% | -2.1% |
| 7D | -3.4% | -0.5% | -2.9% | -3.4% |
| 30D | +2.8% | +24.0% | -21.2% | +2.4% |
| 3M | +20.9% | +16.1% | +4.8% | +20.5% |
| 6M | +29.9% | -11.6% | +41.5% | +30.1% |
| YTD | +9.6% | +21.5% | -11.9% | +9.0% |
| 1Y | -5.3% | +39.2% | -44.4% | -6.2% |
| 3Y | +16.5% | +347.4% | -331.0% | +12.4% |
| 5Y | +49.4% | +290.1% | -240.7% | +44.2% |
| 10Y | +282.2% | +357.8% | -75.6% | +266.3% |
| All | +10,816.5% | +3,538.8% | +7,277.7% | +11,385.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling