+141.2%
ADI vs ECL
+29.5%
+111.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ECL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.4% | +0.7% | +0.5% |
| 7D | +2.4% | -0.8% | +3.2% | +2.9% |
| 30D | -6.6% | -2.5% | -4.1% | -5.4% |
| 3M | -9.8% | +8.3% | -18.1% | -14.6% |
| 6M | +15.7% | -1.1% | +16.8% | +15.5% |
| YTD | +35.1% | +6.5% | +28.6% | +29.3% |
| 1Y | +47.7% | +2.1% | +45.6% | +44.4% |
| 3Y | +114.5% | +57.6% | +56.8% | +61.6% |
| 5Y | +141.2% | +28.1% | +113.2% | +91.0% |
| All | +141.2% | +29.5% | +111.7% | +91.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling