+895.1%
ADI vs ESI
+224.6%
+670.5%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +2.9% | -1.3% | +0.5% |
| 7D | +0.4% | +3.3% | -2.9% | -0.8% |
| 30D | -3.8% | -5.9% | +2.1% | -1.7% |
| 3M | -15.3% | -14.1% | -1.2% | -10.4% |
| 6M | +6.7% | +6.6% | +0.1% | +3.4% |
| YTD | +34.8% | +45.0% | -10.3% | +16.1% |
| 1Y | +49.0% | +41.5% | +7.6% | +29.2% |
| 3Y | +108.1% | +78.8% | +29.3% | +65.8% |
| 5Y | +142.4% | +70.9% | +71.5% | +94.7% |
| 10Y | +589.9% | +317.1% | +272.8% | +315.7% |
| All | +895.1% | +224.6% | +670.5% | +555.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling