+317.2%
ADP vs EME
+910.4%
-593.2%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.6% |
| 7D | +0.3% | +11.3% | -11.1% | -2.2% |
| 30D | +11.6% | -14.6% | +26.2% | +15.1% |
| 3M | +15.1% | -20.4% | +35.5% | +20.1% |
| 6M | +46.0% | -28.3% | +74.3% | +54.9% |
| YTD | +22.4% | +8.6% | +13.8% | +12.7% |
| 1Y | +24.5% | +3.2% | +21.2% | +16.2% |
| 3Y | +44.8% | +216.8% | -172.0% | -18.4% |
| 5Y | +49.1% | +417.5% | -368.4% | -33.6% |
| All | +317.2% | +910.4% | -593.2% | +29.2% |
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