+135.1%
ADI vs XME
+183.2%
-48.1%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +0.8% |
| 7D | +2.6% | -0.2% | +2.9% | +2.7% |
| 30D | -4.6% | +1.4% | -6.0% | -5.4% |
| 3M | -9.5% | +2.7% | -12.2% | -11.0% |
| 6M | +14.8% | +6.5% | +8.3% | +10.3% |
| YTD | +35.8% | +15.2% | +20.6% | +23.9% |
| 1Y | +48.9% | +43.5% | +5.4% | +19.3% |
| 3Y | +115.6% | +135.9% | -20.3% | +30.6% |
| 5Y | +135.1% | +181.5% | -46.4% | +33.6% |
| All | +135.1% | +183.2% | -48.1% | +33.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling