+2,320.5%
AEP vs ADM
+1,583.8%
+736.6%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +2.3% | -1.3% | +0.6% |
| 7D | +0.7% | +0.1% | +0.6% | +0.7% |
| 30D | +4.8% | -11.8% | +16.6% | +7.5% |
| 3M | +5.4% | -11.3% | +16.6% | +7.8% |
| 6M | +0.4% | -10.0% | +10.4% | +2.1% |
| YTD | +15.5% | +25.9% | -10.4% | +9.4% |
| 1Y | +8.5% | +26.7% | -18.1% | +2.6% |
| 3Y | +84.6% | +8.1% | +76.5% | +76.8% |
| 5Y | +86.9% | +23.5% | +63.4% | +72.6% |
| 10Y | +205.1% | +128.2% | +76.9% | +143.6% |
| All | +2,320.5% | +1,583.8% | +736.6% | +1,131.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling