+14.8%
ADI vs EME
+8.6%
+6.3%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.4% | +3.0% | +1.7% |
| 7D | +2.6% | +2.7% | -0.1% | +1.2% |
| 30D | -4.6% | -6.8% | +2.2% | -1.3% |
| 3M | -9.5% | -8.8% | -0.7% | -1.6% |
| 6M | +14.8% | +5.0% | +9.9% | +14.0% |
| All | +14.8% | +8.6% | +6.3% | +14.0% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling