+272.2%
ADP vs EME
+1,312.7%
-1,040.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.4% |
| 7D | -5.7% | +2.7% | -8.4% | -6.3% |
| 30D | -3.1% | -6.8% | +3.7% | -1.7% |
| 3M | +15.6% | -8.8% | +24.4% | +16.4% |
| 6M | +20.8% | +5.0% | +15.8% | +15.6% |
| YTD | +4.7% | +23.5% | -18.7% | -5.5% |
| 1Y | -8.3% | +21.3% | -29.6% | -18.3% |
| 3Y | +13.6% | +241.1% | -227.5% | -35.6% |
| 5Y | +45.0% | +549.2% | -504.1% | -38.9% |
| All | +272.2% | +1,312.7% | -1,040.5% | +11.8% |
Cumulative growth
Daily Returns
Daily percentage return beside EME.
Daily Out/Under-Performance
Portfolio return minus EME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EME 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 EME 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