+270.5%
ADP vs EL
+31.4%
+239.1%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -2.1% | -1.4% | -3.0% |
| 7D | -5.5% | +1.7% | -7.2% | -5.9% |
| 30D | -1.2% | +15.5% | -16.7% | -5.0% |
| 3M | +17.9% | +20.6% | -2.7% | +11.9% |
| 6M | +20.3% | +10.5% | +9.9% | +15.8% |
| YTD | +5.8% | -1.9% | +7.7% | +3.7% |
| 1Y | -7.7% | +16.1% | -23.8% | -14.3% |
| 3Y | +14.7% | -30.2% | +45.0% | +17.7% |
| 5Y | +45.8% | -67.4% | +113.2% | +97.3% |
| 10Y | +270.5% | +31.2% | +239.3% | +212.1% |
| All | +270.5% | +31.4% | +239.1% | +212.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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