+49.5%
ADI vs ESI
+40.3%
+9.2%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.2% | +1.7% | +1.1% |
| 7D | +2.6% | +3.9% | -1.3% | +0.8% |
| 30D | -4.6% | -3.8% | -0.8% | -3.0% |
| 3M | -9.5% | -13.1% | +3.6% | -3.2% |
| 6M | +14.8% | +11.3% | +3.5% | +10.2% |
| YTD | +35.8% | +44.1% | -8.3% | +15.1% |
| All | +49.5% | +40.3% | +9.2% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling