+45.8%
ADP vs EME
+565.5%
-519.7%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +2.5% | -6.0% | -3.7% |
| 7D | -5.5% | +5.2% | -10.6% | -5.9% |
| 30D | -1.2% | -5.4% | +4.1% | -0.9% |
| 3M | +17.9% | -6.1% | +24.0% | +18.2% |
| 6M | +20.3% | +9.7% | +10.7% | +16.9% |
| YTD | +5.8% | +26.6% | -20.8% | -0.5% |
| 1Y | -7.7% | +24.6% | -32.3% | -14.2% |
| 3Y | +14.7% | +249.6% | -234.9% | -26.2% |
| 5Y | +45.8% | +556.6% | -510.8% | -31.7% |
| All | +45.8% | +565.5% | -519.7% | -31.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling