+67.7%
AEP vs AMDL
+47.6%
+20.2%
-14.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AMDL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +22.3% | -22.5% | +0.1% |
| 7D | -2.8% | -26.2% | +23.4% | -3.1% |
| 30D | +3.6% | -57.1% | +60.7% | +2.6% |
| 3M | +1.8% | -29.8% | +31.6% | +1.6% |
| 6M | -3.1% | -22.2% | +19.1% | -2.6% |
| YTD | +12.2% | +142.1% | -129.9% | +15.6% |
| 1Y | +9.1% | +85.8% | -76.7% | +12.0% |
| All | +67.7% | +47.6% | +20.2% | +72.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AMDL.
Daily Out/Under-Performance
Portfolio return minus AMDL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMDL 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 5y: compounded portfolio wealth divided by compounded AMDL 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…
5y analysis · Full analysis span regression · 6 months rolling