+11,904.6%
ADP vs AEP
+2,261.3%
+9,643.3%
-59.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.2% |
| 7D | +3.2% | -2.8% | +6.1% | +4.3% |
| 30D | +14.9% | +3.6% | +11.3% | +13.4% |
| 3M | +11.6% | +1.8% | +9.8% | +10.8% |
| 6M | +48.5% | -3.1% | +51.6% | +49.7% |
| YTD | +20.6% | +12.2% | +8.3% | +14.4% |
| 1Y | +23.7% | +9.1% | +14.6% | +18.5% |
| 3Y | +47.8% | +77.9% | -30.1% | +16.0% |
| 5Y | +47.7% | +78.1% | -30.4% | +15.3% |
| 10Y | +324.0% | +187.8% | +136.2% | +177.5% |
| All | +11,904.6% | +2,261.3% | +9,643.3% | +3,268.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling