+141.2%
ADI vs XLB
+35.6%
+105.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +1.3% |
| 7D | +2.4% | -0.2% | +2.7% | +2.7% |
| 30D | -6.6% | -1.7% | -4.8% | -4.9% |
| 3M | -9.8% | +4.4% | -14.2% | -14.3% |
| 6M | +15.7% | +5.0% | +10.6% | +9.4% |
| YTD | +35.1% | +15.5% | +19.7% | +15.1% |
| 1Y | +47.7% | +14.9% | +32.8% | +26.4% |
| 3Y | +114.5% | +34.5% | +79.9% | +56.8% |
| 5Y | +141.2% | +36.5% | +104.7% | +75.9% |
| All | +141.2% | +35.6% | +105.6% | +75.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling