+15.5%
AEE vs ADVB
-88.8%
+104.3%
-10.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.8% | +4.8% | +1.0% |
| 7D | +1.3% | -14.0% | +15.3% | +1.4% |
| 30D | -1.2% | +41.0% | -42.2% | -1.5% |
| 3M | +1.0% | +127.9% | -126.9% | +0.5% |
| 6M | -2.3% | +101.3% | -103.6% | -3.0% |
| YTD | +9.1% | +53.8% | -44.6% | +8.5% |
| 1Y | +10.6% | +4.4% | +6.1% | +10.1% |
| All | +15.5% | -88.8% | +104.3% | +23.6% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ADVB 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling