+141.2%
ADI vs FE
+45.0%
+96.2%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | FE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.6% | +2.2% | +1.7% |
| 7D | +0.4% | +1.9% | -1.5% | 0.0% |
| 30D | -3.8% | -1.2% | -2.6% | -3.6% |
| 3M | -15.3% | +3.5% | -18.7% | -16.2% |
| 6M | +6.7% | -6.1% | +12.7% | +8.1% |
| YTD | +34.8% | +7.6% | +27.2% | +31.8% |
| 1Y | +49.0% | +11.9% | +37.1% | +43.8% |
| 3Y | +108.1% | +48.4% | +59.6% | +80.1% |
| All | +141.2% | +45.0% | +96.2% | +104.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling