+653.2%
ADI vs ESI
+323.9%
+329.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +4.0% | 0.0% | +1.9% |
| 7D | +0.7% | +1.8% | -1.1% | +0.1% |
| 30D | +0.7% | -6.6% | +7.3% | +4.6% |
| 3M | +6.5% | -9.4% | +15.9% | +11.9% |
| 6M | -2.7% | -24.1% | +21.5% | +11.5% |
| YTD | +52.2% | +37.1% | +15.1% | +26.3% |
| 1Y | +77.5% | +24.5% | +52.9% | +54.5% |
| 3Y | +148.8% | +83.2% | +65.6% | +75.9% |
| 5Y | +142.9% | +44.0% | +98.9% | +89.5% |
| 10Y | +653.2% | +332.8% | +320.4% | +238.1% |
| All | +653.2% | +323.9% | +329.3% | +238.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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