+636.2%
ADI vs ES
+87.3%
+548.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.4% |
| 7D | -6.3% | +0.9% | -7.2% | -6.7% |
| 30D | -3.2% | +5.9% | -9.1% | -4.9% |
| 3M | +2.8% | -1.0% | +3.8% | +2.7% |
| 6M | -5.0% | +7.2% | -12.2% | -7.6% |
| YTD | +46.3% | +7.0% | +39.3% | +42.0% |
| 1Y | +71.6% | +0.5% | +71.2% | +69.0% |
| 3Y | +139.2% | +48.7% | +90.5% | +103.4% |
| 5Y | +136.4% | +1.9% | +134.5% | +126.8% |
| 10Y | +636.2% | +89.2% | +547.1% | +558.3% |
| All | +636.2% | +87.3% | +548.9% | +558.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling