+138.3%
ADI vs ET
+241.8%
-103.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.8% | +5.7% | +5.2% |
| 7D | +4.6% | +0.2% | +4.3% | +4.4% |
| 30D | -1.2% | +2.9% | -4.0% | -2.4% |
| 3M | -7.8% | +16.8% | -24.6% | -13.9% |
| 6M | +19.3% | +18.9% | +0.5% | +10.3% |
| YTD | +40.9% | +37.7% | +3.2% | +21.8% |
| 1Y | +54.5% | +32.4% | +22.1% | +35.7% |
| 3Y | +123.4% | +99.5% | +23.9% | +67.1% |
| All | +138.3% | +241.8% | -103.5% | +56.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ET.
Daily Out/Under-Performance
Portfolio return minus ET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ET 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 ET 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