+279.0%
ADP vs AEP
+170.1%
+108.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -5.7% | +0.9% | -6.6% | -6.0% |
| 30D | -3.1% | +1.5% | -4.6% | -3.8% |
| 3M | +15.6% | -1.7% | +17.3% | +16.1% |
| 6M | +20.8% | -4.0% | +24.8% | +22.2% |
| YTD | +4.7% | +10.6% | -5.9% | -1.4% |
| 1Y | -8.3% | +18.6% | -26.9% | -17.1% |
| 3Y | +13.6% | +78.7% | -65.1% | -18.7% |
| 5Y | +45.0% | +65.1% | -20.1% | +7.4% |
| 10Y | +279.0% | +177.7% | +101.3% | +130.5% |
| All | +279.0% | +170.1% | +108.9% | +130.5% |
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