+317.2%
ADP vs EL
+60.4%
+256.8%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.9% |
| 7D | +0.3% | +2.7% | -2.4% | -0.4% |
| 30D | +11.6% | +10.8% | +0.8% | +8.6% |
| 3M | +15.1% | +26.5% | -11.4% | +7.9% |
| 6M | +46.0% | +31.1% | +14.9% | +35.0% |
| YTD | +22.4% | +6.6% | +15.8% | +17.1% |
| 1Y | +24.5% | +21.8% | +2.7% | +14.5% |
| 3Y | +44.8% | +1.8% | +43.0% | +30.5% |
| 5Y | +49.1% | -65.6% | +114.7% | +100.9% |
| All | +317.2% | +60.4% | +256.8% | +226.4% |
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