+114.3%
ADI vs ES
+1.4%
+112.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.9% | +3.6% | +1.2% |
| 7D | -12.8% | +1.9% | -14.7% | -13.2% |
| 30D | -11.3% | +7.1% | -18.4% | -12.7% |
| 3M | -3.4% | -1.9% | -1.4% | -3.1% |
| 6M | -12.0% | +4.4% | -16.4% | -13.4% |
| YTD | +35.3% | +7.3% | +27.9% | +31.9% |
| 1Y | +58.1% | +2.1% | +55.9% | +55.4% |
| 3Y | +127.4% | +41.8% | +85.5% | +98.3% |
| All | +114.3% | +1.4% | +112.8% | +111.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling