+316.1%
ADP vs EL
+60.9%
+255.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | +3.2% | +7.6% | -4.4% | +1.3% |
| 30D | +12.8% | +15.7% | -2.9% | +8.6% |
| 3M | +12.3% | +30.5% | -18.2% | +4.5% |
| 6M | +45.4% | +32.5% | +12.9% | +34.1% |
| YTD | +21.4% | +9.4% | +12.0% | +15.5% |
| 1Y | +23.7% | +28.4% | -4.6% | +12.2% |
| 3Y | +43.6% | +4.4% | +39.2% | +28.6% |
| 5Y | +48.7% | -64.5% | +113.2% | +98.7% |
| 10Y | +316.1% | +64.9% | +251.2% | +226.0% |
| All | +316.1% | +60.9% | +255.2% | +226.0% |
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