-8.3%
ADP vs AEP
+19.8%
-28.1%
-35.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -1.2% |
| 7D | -5.7% | +0.9% | -6.6% | -5.5% |
| 30D | -3.1% | +1.5% | -4.6% | -2.7% |
| 3M | +15.6% | -1.7% | +17.3% | +15.6% |
| 6M | +20.8% | -4.0% | +24.8% | +20.0% |
| YTD | +4.7% | +10.6% | -5.9% | +9.2% |
| 1Y | -8.3% | +18.6% | -26.9% | -4.4% |
| All | -8.3% | +19.8% | -28.1% | -4.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling