+620.2%
ADI vs XLB
+163.6%
+456.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | -0.2% | -2.6% | -2.6% |
| 7D | +9.5% | +0.5% | +8.9% | +9.0% |
| 30D | -1.4% | +5.2% | -6.5% | -6.2% |
| 3M | +4.7% | +0.3% | +4.4% | +4.3% |
| 6M | -7.4% | +1.2% | -8.6% | -8.8% |
| YTD | +48.1% | +16.6% | +31.4% | +26.4% |
| 1Y | +69.6% | +21.4% | +48.2% | +39.1% |
| 3Y | +144.4% | +43.2% | +101.1% | +72.9% |
| 5Y | +134.1% | +28.0% | +106.1% | +84.5% |
| All | +620.2% | +163.6% | +456.6% | +168.0% |
Cumulative growth
Daily Returns
Daily percentage return beside XLB.
Daily Out/Under-Performance
Portfolio return minus XLB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLB 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 XLB 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