+573.0%
ADI vs FE
+107.2%
+465.8%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -0.4% | +1.1% | +0.8% |
| 7D | -12.8% | 0.0% | -12.8% | -12.8% |
| 30D | -11.3% | +5.2% | -16.5% | -12.9% |
| 3M | -3.4% | 0.0% | -3.3% | -3.5% |
| 6M | -12.0% | +5.0% | -17.1% | -13.9% |
| YTD | +35.3% | +7.9% | +27.4% | +30.9% |
| 1Y | +58.1% | +6.3% | +51.7% | +53.6% |
| 3Y | +127.4% | +46.0% | +81.3% | +94.1% |
| 5Y | +114.6% | +45.6% | +68.9% | +81.4% |
| All | +573.0% | +107.2% | +465.8% | +464.2% |
Cumulative growth
Daily Returns
Daily percentage return beside FE.
Daily Out/Under-Performance
Portfolio return minus FE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FE 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 10y: compounded portfolio wealth divided by compounded FE 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…
10y analysis · Full analysis span regression · 6 months rolling