+141.2%
ADI vs SE
-67.4%
+208.7%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.1% | -0.8% | +0.1% |
| 7D | +2.4% | +0.6% | +1.8% | +2.3% |
| 30D | -6.6% | -0.1% | -6.5% | -6.9% |
| 3M | -9.8% | +34.1% | -43.9% | -15.3% |
| 6M | +15.7% | +23.2% | -7.5% | +9.7% |
| YTD | +35.1% | -11.2% | +46.3% | +35.8% |
| 1Y | +47.7% | -40.5% | +88.2% | +59.9% |
| 3Y | +114.5% | +196.3% | -81.8% | +67.7% |
| 5Y | +141.2% | -67.0% | +208.3% | +143.7% |
| All | +141.2% | -67.4% | +208.7% | +143.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling