+12,085.4%
ADP vs AEM
+3,071.0%
+9,014.4%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -4.1% | +4.6% | +0.6% |
| 7D | +0.3% | -5.6% | +5.9% | +0.3% |
| 30D | +11.6% | -3.9% | +15.5% | +11.6% |
| 3M | +15.1% | -3.4% | +18.5% | +15.1% |
| 6M | +46.0% | -9.0% | +55.1% | +46.1% |
| YTD | +22.4% | +5.9% | +16.5% | +21.9% |
| 1Y | +24.5% | +4.0% | +20.5% | +24.0% |
| 3Y | +44.8% | +298.8% | -254.0% | +40.0% |
| 5Y | +49.1% | +250.7% | -201.6% | +44.1% |
| 10Y | +320.9% | +405.9% | -85.0% | +303.0% |
| All | +12,085.4% | +3,071.0% | +9,014.4% | +12,745.3% |
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 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