+636.2%
ADI vs ECL
+196.4%
+439.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -6.3% | +0.4% | -6.8% | -6.4% |
| 30D | -3.2% | +8.6% | -11.8% | -7.8% |
| 3M | +2.8% | +7.9% | -5.1% | -1.9% |
| 6M | -5.0% | +21.0% | -26.1% | -16.0% |
| YTD | +46.3% | +17.5% | +28.8% | +31.9% |
| 1Y | +71.6% | +19.7% | +52.0% | +52.9% |
| 3Y | +139.2% | +77.4% | +61.7% | +66.4% |
| 5Y | +136.4% | +38.7% | +97.7% | +86.3% |
| 10Y | +636.2% | +193.5% | +442.7% | +302.0% |
| All | +636.2% | +196.4% | +439.8% | +302.0% |
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