+10,354.2%
ADI vs EME
+62,686.5%
-52,332.2%
-82.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.5% | -2.3% | -0.6% |
| 7D | +2.4% | +5.2% | -2.7% | +0.8% |
| 30D | -6.6% | -5.4% | -1.2% | -5.0% |
| 3M | -9.8% | -6.1% | -3.7% | -8.3% |
| 6M | +15.7% | +9.7% | +6.0% | +11.8% |
| YTD | +35.1% | +26.6% | +8.5% | +24.1% |
| 1Y | +47.7% | +24.6% | +23.1% | +34.9% |
| 3Y | +114.5% | +249.6% | -135.1% | +37.4% |
| 5Y | +141.2% | +556.6% | -415.3% | +25.5% |
| 10Y | +611.3% | +1,286.6% | -675.3% | +184.3% |
| All | +10,354.2% | +62,686.5% | -52,332.2% | +2,034.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling