+640.7%
ADI vs FE
+123.7%
+517.0%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.1% | +0.1% | +0.1% |
| 7D | +13.4% | -0.3% | +13.7% | +13.5% |
| 30D | -1.3% | +3.9% | -5.2% | -2.6% |
| 3M | +6.8% | -0.1% | +6.9% | +6.7% |
| 6M | -1.9% | +6.1% | -8.0% | -4.3% |
| YTD | +52.3% | +8.1% | +44.2% | +47.3% |
| 1Y | +71.6% | +4.4% | +67.2% | +67.9% |
| 3Y | +148.9% | +49.0% | +99.9% | +110.9% |
| 5Y | +140.8% | +46.1% | +94.7% | +103.3% |
| All | +640.7% | +123.7% | +517.0% | +510.8% |
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