+360.8%
ADI vs XLC
+137.2%
+223.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.1% | -3.8% | -3.8% |
| 7D | +9.5% | +3.7% | +5.7% | +5.9% |
| 30D | -1.4% | -1.9% | +0.5% | +0.3% |
| 3M | +4.7% | -3.1% | +7.8% | +7.0% |
| 6M | -7.4% | -6.4% | -1.1% | -3.2% |
| YTD | +48.1% | -6.8% | +54.9% | +55.4% |
| 1Y | +69.6% | -1.7% | +71.3% | +69.1% |
| 3Y | +144.4% | +64.7% | +79.7% | +49.7% |
| 5Y | +134.1% | +41.1% | +93.0% | +66.3% |
| All | +360.8% | +137.2% | +223.6% | +79.6% |
Cumulative growth
Daily Returns
Daily percentage return beside XLC.
Daily Out/Under-Performance
Portfolio return minus XLC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLC 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 XLC 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