+131.1%
ADI vs EME
+540.8%
-409.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.8% | -0.3% | -0.7% |
| 7D | +1.3% | +0.9% | +0.4% | +0.9% |
| 30D | -6.0% | -8.4% | +2.4% | -2.5% |
| 3M | -7.7% | -3.6% | -4.1% | -6.6% |
| 6M | +14.0% | +3.6% | +10.4% | +11.9% |
| YTD | +34.4% | +22.5% | +11.9% | +22.2% |
| 1Y | +48.0% | +18.2% | +29.8% | +33.8% |
| 3Y | +113.3% | +238.4% | -125.1% | +10.6% |
| 5Y | +131.1% | +550.5% | -419.4% | -18.8% |
| All | +131.1% | +540.8% | -409.7% | -18.8% |
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 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