+620.2%
ADI vs ESI
+318.1%
+302.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.7% | -2.0% | -2.4% |
| 7D | +9.5% | +5.5% | +3.9% | +6.6% |
| 30D | -1.4% | -7.8% | +6.4% | +3.1% |
| 3M | +4.7% | -15.0% | +19.7% | +13.8% |
| 6M | -7.4% | -24.9% | +17.5% | +6.6% |
| YTD | +48.1% | +33.2% | +14.8% | +24.7% |
| 1Y | +69.6% | +24.9% | +44.7% | +47.5% |
| 3Y | +144.4% | +77.8% | +66.6% | +75.5% |
| 5Y | +134.1% | +37.1% | +97.0% | +87.0% |
| All | +620.2% | +318.1% | +302.1% | +228.5% |
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