+616.7%
ADI vs EL
+25.3%
+591.4%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.3% | +1.3% | -0.2% |
| 7D | +1.3% | -4.4% | +5.7% | +3.0% |
| 30D | -6.0% | +10.3% | -16.2% | -10.0% |
| 3M | -7.7% | +13.4% | -21.1% | -12.8% |
| 6M | +14.0% | +3.1% | +10.9% | +10.1% |
| YTD | +34.4% | -6.9% | +41.3% | +32.9% |
| 1Y | +48.0% | +11.9% | +36.0% | +34.7% |
| 3Y | +113.3% | -33.8% | +147.1% | +123.2% |
| 5Y | +131.1% | -69.0% | +200.1% | +241.2% |
| All | +616.7% | +25.3% | +591.4% | +531.0% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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