+79.8%
AEP vs ADM
+18.5%
+61.2%
-13.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.1% | +0.9% | +0.8% |
| 7D | +2.0% | -0.1% | +2.1% | +2.0% |
| 30D | +0.5% | +11.0% | -10.5% | -1.1% |
| 3M | -0.3% | +6.0% | -6.3% | -1.2% |
| 6M | -3.5% | +26.9% | -30.4% | -7.2% |
| YTD | +11.3% | +50.0% | -38.7% | +4.1% |
| 1Y | +20.2% | +39.6% | -19.4% | +13.6% |
| 3Y | +79.8% | +18.5% | +61.2% | +83.4% |
| All | +79.8% | +18.5% | +61.2% | +83.4% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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