+24.2%
AEE vs ADVB
-96.8%
+121.0%
-15.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -23.6% | +24.7% | +1.1% |
| 7D | +1.7% | +27.8% | -26.1% | +1.6% |
| 30D | +9.7% | -50.8% | +60.5% | +9.9% |
| 3M | +5.9% | -70.5% | +76.4% | +6.4% |
| 6M | +6.7% | -46.7% | +53.4% | +6.8% |
| YTD | +17.4% | -56.7% | +74.0% | +17.2% |
| 1Y | +12.7% | -71.8% | +84.4% | +13.2% |
| All | +24.2% | -96.8% | +121.0% | +33.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling