+651.5%
ADI vs ELV
+278.6%
+372.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +5.5% | -1.7% | +2.1% |
| 7D | +4.6% | +2.8% | +1.8% | +3.7% |
| 30D | -1.2% | +4.9% | -6.1% | -2.7% |
| 3M | -7.8% | +4.9% | -12.7% | -9.8% |
| 6M | +19.3% | +45.1% | -25.7% | +4.8% |
| YTD | +40.9% | +20.7% | +20.2% | +30.3% |
| 1Y | +54.5% | +35.0% | +19.5% | +37.2% |
| 3Y | +123.4% | -2.4% | +125.9% | +114.8% |
| 5Y | +142.3% | +25.5% | +116.8% | +104.9% |
| All | +651.5% | +278.6% | +372.9% | +371.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ELV.
Daily Out/Under-Performance
Portfolio return minus ELV return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ELV 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 ELV 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