+136.4%
ADI vs ED
+81.8%
+54.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.8% | -1.1% | -0.3% |
| 7D | -6.3% | +2.1% | -8.4% | -6.3% |
| 30D | -3.2% | +12.4% | -15.6% | -3.2% |
| 3M | +2.8% | +13.1% | -10.4% | +2.7% |
| 6M | -5.0% | +14.1% | -19.1% | -5.3% |
| YTD | +46.3% | +23.1% | +23.3% | +45.0% |
| 1Y | +71.6% | +25.4% | +46.2% | +69.7% |
| 3Y | +139.2% | +47.9% | +91.3% | +121.0% |
| 5Y | +136.4% | +81.9% | +54.5% | +107.3% |
| All | +136.4% | +81.8% | +54.6% | +107.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling