+636.4%
ADI vs ECL
+149.7%
+486.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +1.8% |
| 7D | +2.6% | -2.7% | +5.4% | +4.3% |
| 30D | -4.6% | -4.3% | -0.3% | -2.3% |
| 3M | -9.5% | +3.2% | -12.7% | -11.8% |
| 6M | +14.8% | -2.9% | +17.8% | +15.9% |
| YTD | +35.8% | +4.3% | +31.6% | +31.4% |
| 1Y | +48.9% | +1.6% | +47.3% | +45.8% |
| 3Y | +115.6% | +54.3% | +61.3% | +62.7% |
| 5Y | +135.1% | +26.5% | +108.6% | +95.4% |
| 10Y | +636.4% | +155.6% | +480.9% | +318.1% |
| All | +636.4% | +149.7% | +486.8% | +318.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ECL.
Daily Out/Under-Performance
Portfolio return minus ECL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ECL 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 10y: compounded portfolio wealth divided by compounded ECL 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…
10y analysis · Full analysis span regression · 6 months rolling