+611.3%
ADI vs ES
+85.1%
+526.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.4% | +0.1% |
| 7D | +2.4% | +1.4% | +1.0% | +2.0% |
| 30D | -6.6% | -1.2% | -5.4% | -6.3% |
| 3M | -9.8% | +5.0% | -14.8% | -11.4% |
| 6M | +15.7% | -2.8% | +18.5% | +16.0% |
| YTD | +35.1% | +8.6% | +26.5% | +31.0% |
| 1Y | +47.7% | +18.9% | +28.8% | +38.2% |
| 3Y | +114.5% | +32.1% | +82.3% | +90.1% |
| 5Y | +141.2% | -5.1% | +146.3% | +137.6% |
| 10Y | +611.3% | +84.2% | +527.1% | +522.8% |
| All | +611.3% | +85.1% | +526.2% | +522.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded ES 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling