+313.7%
ADP vs EL
+63.1%
+250.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +2.8% | -3.2% | -1.1% |
| 7D | +1.1% | +8.0% | -6.9% | -0.9% |
| 30D | +11.5% | +15.4% | -3.9% | +7.5% |
| 3M | +12.0% | +28.5% | -16.5% | +4.6% |
| 6M | +43.8% | +32.2% | +11.6% | +32.7% |
| YTD | +20.1% | +9.2% | +10.9% | +14.2% |
| 1Y | +22.3% | +30.8% | -8.5% | +10.4% |
| 3Y | +43.3% | +3.7% | +39.6% | +28.7% |
| 5Y | +47.3% | -64.8% | +112.1% | +97.4% |
| 10Y | +313.7% | +60.0% | +253.7% | +230.1% |
| All | +313.7% | +63.1% | +250.7% | +230.1% |
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