+319.9%
ADP vs AEP
+207.1%
+112.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.2% | +0.4% | +0.6% |
| 7D | +2.2% | +2.9% | -0.7% | +0.9% |
| 30D | +10.6% | +3.2% | +7.4% | +9.0% |
| 3M | +12.9% | +3.8% | +9.1% | +10.9% |
| 6M | +50.6% | +2.5% | +48.1% | +48.3% |
| YTD | +23.2% | +15.5% | +7.7% | +13.6% |
| 1Y | +25.3% | +9.6% | +15.7% | +18.4% |
| 3Y | +47.1% | +91.2% | -44.0% | +1.8% |
| 5Y | +50.1% | +88.2% | -38.1% | +3.3% |
| All | +319.9% | +207.1% | +112.8% | +139.8% |
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