+138.3%
ADI vs ELV
+25.1%
+113.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ELV | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.5% | +4.3% | +4.8% |
| 7D | +4.6% | +3.2% | +1.4% | +4.0% |
| 30D | -1.2% | +5.4% | -6.5% | -2.1% |
| 3M | -7.8% | +5.4% | -13.2% | -9.0% |
| 6M | +19.3% | +45.7% | -26.4% | +10.0% |
| YTD | +40.9% | +21.2% | +19.7% | +34.0% |
| 1Y | +54.5% | +35.6% | +18.9% | +43.6% |
| 3Y | +123.4% | -2.0% | +125.4% | +119.3% |
| All | +138.3% | +25.1% | +113.2% | +115.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling