+278.9%
ADP vs EME
+1,362.1%
-1,083.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +4.3% | -3.3% | 0.0% |
| 7D | -2.8% | +3.5% | -6.3% | -3.6% |
| 30D | +0.2% | -6.3% | +6.6% | +1.6% |
| 3M | +20.5% | -3.8% | +24.2% | +19.8% |
| 6M | +28.8% | +8.5% | +20.3% | +22.2% |
| YTD | +6.6% | +27.8% | -21.2% | -4.6% |
| 1Y | -6.9% | +22.2% | -29.1% | -17.0% |
| 3Y | +16.1% | +253.5% | -237.3% | -34.7% |
| 5Y | +49.3% | +578.6% | -529.3% | -37.8% |
| All | +278.9% | +1,362.1% | -1,083.2% | +12.9% |
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