+2,214.6%
AEP vs ADM
+1,908.9%
+305.7%
-62.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.3% | -0.4% | -0.2% |
| 7D | +1.8% | +3.8% | -2.0% | +1.0% |
| 30D | -0.8% | +9.8% | -10.6% | -2.8% |
| 3M | -1.8% | +2.1% | -4.0% | -2.4% |
| 6M | -5.4% | +27.5% | -32.9% | -10.4% |
| YTD | +10.4% | +50.2% | -39.8% | +1.0% |
| 1Y | +18.2% | +40.6% | -22.4% | +9.3% |
| 3Y | +79.0% | +17.2% | +61.7% | +68.9% |
| 5Y | +64.8% | +61.9% | +3.0% | +44.1% |
| 10Y | +170.8% | +159.3% | +11.6% | +110.4% |
| All | +2,214.6% | +1,908.9% | +305.7% | +1,037.4% |
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