+0.4%
AEP vs ADM
-8.0%
+8.4%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.3% | +0.9% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +4.8% | -11.8% | +16.6% | +5.5% |
| 3M | +5.4% | -11.3% | +16.6% | +6.2% |
| 6M | +0.4% | -10.0% | +10.4% | +2.0% |
| All | +0.4% | -8.0% | +8.4% | +2.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling