+47.8%
ADP vs AEP
+76.7%
-28.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +3.2% | -2.8% | +6.1% | +3.6% |
| 30D | +14.9% | +3.6% | +11.3% | +14.5% |
| 3M | +11.6% | +1.8% | +9.8% | +11.4% |
| 6M | +48.5% | -3.1% | +51.6% | +48.9% |
| YTD | +20.6% | +12.2% | +8.3% | +17.6% |
| 1Y | +23.7% | +9.1% | +14.6% | +21.2% |
| 3Y | +47.8% | +77.9% | -30.1% | +30.1% |
| All | +47.8% | +76.7% | -28.9% | +30.1% |
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