+7.1%
AEP vs ADVB
-74.4%
+81.5%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +3.5% | -2.1% | +1.4% |
| 7D | -1.5% | -1.2% | -0.3% | -1.5% |
| 30D | +4.5% | -61.4% | +65.9% | +5.3% |
| 3M | +2.8% | -67.8% | +70.7% | +3.8% |
| 6M | -0.7% | -66.9% | +66.2% | +0.3% |
| YTD | +13.8% | -64.9% | +78.7% | +13.8% |
| All | +7.1% | -74.4% | +81.5% | +7.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling