+139.2%
ADI vs EL
+3.4%
+135.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.6% | -0.4% |
| 7D | -6.3% | +7.6% | -13.9% | -8.0% |
| 30D | -3.2% | +15.7% | -18.9% | -6.8% |
| 3M | +2.8% | +30.5% | -27.8% | -4.7% |
| 6M | -5.0% | +32.5% | -37.6% | -12.8% |
| YTD | +46.3% | +9.4% | +36.9% | +39.3% |
| 1Y | +71.6% | +28.4% | +43.3% | +55.3% |
| 3Y | +139.2% | +4.4% | +134.7% | +108.0% |
| All | +139.2% | +3.4% | +135.8% | +108.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling