+1,024.4%
ADI vs ESI
+200.4%
+824.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.1% | +2.2% | +0.9% |
| 7D | +13.4% | +8.3% | +5.1% | +10.0% |
| 30D | -1.3% | -10.4% | +9.1% | +3.2% |
| 3M | +6.8% | -13.2% | +20.0% | +12.7% |
| 6M | -1.9% | -23.9% | +22.0% | +8.6% |
| YTD | +52.3% | +34.2% | +18.1% | +35.3% |
| 1Y | +71.6% | +22.2% | +49.4% | +57.7% |
| 3Y | +148.9% | +79.2% | +69.7% | +99.3% |
| 5Y | +140.8% | +38.1% | +102.7% | +107.9% |
| 10Y | +653.6% | +323.6% | +330.0% | +362.6% |
| All | +1,024.4% | +200.4% | +824.0% | +663.3% |
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 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