+620.2%
ADI vs XME
+260.6%
+359.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -1.6% | -1.2% | -1.9% |
| 7D | +9.5% | +0.3% | +9.2% | +9.4% |
| 30D | -1.4% | -6.1% | +4.7% | +2.4% |
| 3M | +4.7% | -18.6% | +23.3% | +16.9% |
| 6M | -7.4% | -23.9% | +16.5% | +6.7% |
| YTD | +48.1% | -9.3% | +57.4% | +53.5% |
| 1Y | +69.6% | +1.8% | +67.9% | +65.0% |
| 3Y | +144.4% | +93.0% | +51.4% | +64.9% |
| 5Y | +134.1% | +107.0% | +27.1% | +47.0% |
| All | +620.2% | +260.6% | +359.6% | +178.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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