+318.3%
ADI vs XLC
+142.6%
+175.7%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.6% | -1.7% | -1.6% |
| 7D | +1.3% | -1.7% | +3.0% | +2.9% |
| 30D | -6.0% | +0.2% | -6.2% | -6.4% |
| 3M | -7.7% | +0.7% | -8.4% | -9.4% |
| 6M | +14.0% | -4.5% | +18.4% | +17.7% |
| YTD | +34.4% | -4.7% | +39.1% | +39.0% |
| 1Y | +48.0% | -1.5% | +49.5% | +48.2% |
| 3Y | +113.3% | +72.2% | +41.1% | +25.7% |
| 5Y | +131.1% | +39.3% | +91.8% | +67.6% |
| All | +318.3% | +142.6% | +175.7% | +60.6% |
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