+636.4%
ADI vs ED
+105.2%
+531.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.7% | +1.2% | +0.6% |
| 7D | +2.6% | -0.2% | +2.8% | +2.7% |
| 30D | -4.6% | +1.9% | -6.6% | -5.0% |
| 3M | -9.5% | +1.9% | -11.4% | -10.0% |
| 6M | +14.8% | -2.3% | +17.1% | +15.0% |
| YTD | +35.8% | +10.9% | +24.9% | +32.4% |
| 1Y | +48.9% | +14.5% | +34.4% | +44.0% |
| 3Y | +115.6% | +33.4% | +82.2% | +96.3% |
| 5Y | +135.1% | +67.3% | +67.8% | +99.8% |
| 10Y | +636.4% | +110.7% | +525.8% | +504.1% |
| All | +636.4% | +105.2% | +531.2% | +504.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED 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 ED 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