+620.2%
ADI vs ECL
+197.5%
+422.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.6% | -4.4% | -3.7% |
| 7D | +9.5% | +2.9% | +6.6% | +7.7% |
| 30D | -1.4% | +7.5% | -8.9% | -5.5% |
| 3M | +4.7% | +12.2% | -7.5% | -2.4% |
| 6M | -7.4% | +24.6% | -32.0% | -19.5% |
| YTD | +48.1% | +18.8% | +29.3% | +32.6% |
| 1Y | +69.6% | +19.3% | +50.3% | +51.3% |
| 3Y | +144.4% | +78.2% | +66.2% | +69.5% |
| 5Y | +134.1% | +38.8% | +95.3% | +84.4% |
| All | +620.2% | +197.5% | +422.7% | +287.0% |
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