+318.8%
ADP vs AEP
+206.3%
+112.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | -0.2% |
| 7D | +0.9% | +0.7% | +0.2% | +0.6% |
| 30D | +11.9% | +4.8% | +7.1% | +9.5% |
| 3M | +13.7% | +5.4% | +8.4% | +11.0% |
| 6M | +46.8% | +0.4% | +46.4% | +45.9% |
| YTD | +21.8% | +15.5% | +6.3% | +12.3% |
| 1Y | +23.5% | +8.5% | +15.0% | +17.3% |
| 3Y | +44.1% | +84.6% | -40.5% | +1.7% |
| 5Y | +49.9% | +86.9% | -37.0% | +3.6% |
| 10Y | +318.8% | +205.1% | +113.6% | +143.2% |
| All | +318.8% | +206.3% | +112.4% | +143.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AEP.
Daily Out/Under-Performance
Portfolio return minus AEP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEP 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 10y: compounded portfolio wealth divided by compounded AEP 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…
10y analysis · Full analysis span regression · 6 months rolling