+141.2%
ADI vs ED
+71.7%
+69.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.9% | -0.7% | +0.3% |
| 7D | +2.4% | +0.5% | +1.9% | +2.4% |
| 30D | -6.6% | +1.1% | -7.7% | -6.6% |
| 3M | -9.8% | +4.6% | -14.4% | -10.1% |
| 6M | +15.7% | -2.0% | +17.6% | +15.7% |
| YTD | +35.1% | +11.7% | +23.4% | +34.0% |
| 1Y | +47.7% | +15.7% | +32.0% | +46.0% |
| 3Y | +114.5% | +34.4% | +80.1% | +99.7% |
| 5Y | +141.2% | +67.3% | +73.9% | +125.9% |
| All | +141.2% | +71.7% | +69.6% | +125.9% |
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