+420.2%
ADI vs SE
+372.6%
+47.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.5% | +1.1% | 0.0% |
| 7D | -6.3% | 0.0% | -6.3% | -6.2% |
| 30D | -3.2% | -19.4% | +16.2% | +1.0% |
| 3M | +2.8% | -33.1% | +35.9% | +10.7% |
| 6M | -5.0% | -11.4% | +6.4% | -4.2% |
| YTD | +46.3% | -39.8% | +86.1% | +58.4% |
| 1Y | +71.6% | -50.5% | +122.1% | +93.0% |
| 3Y | +139.2% | +68.9% | +70.3% | +103.1% |
| 5Y | +136.4% | -77.1% | +213.5% | +173.9% |
| All | +420.2% | +372.6% | +47.6% | +219.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SE.
Daily Out/Under-Performance
Portfolio return minus SE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SE 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 SE 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