+141.2%
ADI vs ESI
+77.4%
+63.8%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.6% | -0.3% | -0.1% |
| 7D | +2.4% | +5.4% | -2.9% | -0.7% |
| 30D | -6.6% | -4.2% | -2.4% | -4.3% |
| 3M | -9.8% | -9.6% | -0.2% | -4.9% |
| 6M | +15.7% | +18.3% | -2.6% | +2.1% |
| YTD | +35.1% | +45.8% | -10.7% | +3.4% |
| 1Y | +47.7% | +39.2% | +8.5% | +15.6% |
| 3Y | +114.5% | +86.3% | +28.2% | +35.9% |
| 5Y | +141.2% | +76.2% | +65.0% | +56.2% |
| All | +141.2% | +77.4% | +63.8% | +56.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling