+1,387.1%
ADI vs ET
+1,447.8%
-60.7%
-58.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ET | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.8% | -0.3% | +0.3% |
| 7D | +2.6% | +0.6% | +2.0% | +2.5% |
| 30D | -4.6% | +5.3% | -9.9% | -5.8% |
| 3M | -9.5% | +15.6% | -25.1% | -12.8% |
| 6M | +14.8% | +20.6% | -5.8% | +9.5% |
| YTD | +35.8% | +38.5% | -2.7% | +25.2% |
| 1Y | +48.9% | +35.7% | +13.2% | +37.9% |
| 3Y | +115.6% | +98.4% | +17.2% | +82.9% |
| 5Y | +135.1% | +245.3% | -110.2% | +74.8% |
| 10Y | +636.4% | +173.7% | +462.7% | +434.9% |
| All | +1,387.1% | +1,447.8% | -60.7% | +433.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling