+48.7%
ADP vs EL
-65.2%
+113.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.5% | +0.5% |
| 7D | +2.2% | +1.5% | +0.6% | +1.9% |
| 30D | +10.6% | +10.0% | +0.6% | +8.8% |
| 3M | +12.9% | +28.4% | -15.5% | +8.2% |
| 6M | +50.6% | +37.1% | +13.6% | +42.4% |
| YTD | +23.2% | +7.8% | +15.4% | +19.7% |
| 1Y | +25.3% | +26.0% | -0.8% | +18.2% |
| 3Y | +47.1% | +3.8% | +43.3% | +36.5% |
| All | +48.7% | -65.2% | +113.9% | +96.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling