+426.4%
ADI vs SE
+363.8%
+62.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.9% | -3.0% |
| 7D | +9.5% | -0.5% | +10.0% | +9.6% |
| 30D | -1.4% | -20.9% | +19.5% | +3.2% |
| 3M | +4.7% | -38.9% | +43.6% | +15.1% |
| 6M | -7.4% | -19.4% | +12.0% | -4.6% |
| YTD | +48.1% | -40.9% | +89.0% | +60.8% |
| 1Y | +69.6% | -46.2% | +115.8% | +87.5% |
| 3Y | +144.4% | +63.7% | +80.6% | +108.7% |
| 5Y | +134.1% | -77.9% | +212.0% | +173.2% |
| All | +426.4% | +363.8% | +62.6% | +223.8% |
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