+47.1%
ADP vs EL
+3.0%
+44.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.6% |
| 7D | +2.2% | +1.5% | +0.6% | +2.0% |
| 30D | +10.6% | +10.0% | +0.6% | +9.7% |
| 3M | +12.9% | +28.4% | -15.5% | +10.5% |
| 6M | +50.6% | +37.1% | +13.6% | +46.5% |
| YTD | +23.2% | +7.8% | +15.4% | +21.4% |
| 1Y | +25.3% | +26.0% | -0.8% | +21.7% |
| 3Y | +47.1% | +3.8% | +43.3% | +36.6% |
| All | +47.1% | +3.0% | +44.2% | +36.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling