+14.7%
ADP vs AEP
+80.6%
-65.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +0.7% | -4.2% | -3.6% |
| 7D | -5.5% | +2.0% | -7.5% | -5.7% |
| 30D | -1.2% | +0.5% | -1.8% | -1.3% |
| 3M | +17.9% | -0.3% | +18.2% | +17.8% |
| 6M | +20.3% | -3.5% | +23.8% | +20.7% |
| YTD | +5.8% | +11.3% | -5.4% | +3.2% |
| 1Y | -7.7% | +20.2% | -27.9% | -12.1% |
| 3Y | +14.7% | +79.8% | -65.0% | -0.5% |
| All | +14.7% | +80.6% | -65.8% | -0.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling