+135.1%
ADI vs XLC
+37.1%
+98.0%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.6% | +1.1% | +1.1% |
| 7D | +2.6% | -1.4% | +4.0% | +3.9% |
| 30D | -4.6% | -0.9% | -3.7% | -4.1% |
| 3M | -9.5% | -0.3% | -9.2% | -10.1% |
| 6M | +14.8% | -5.2% | +20.0% | +19.4% |
| YTD | +35.8% | -5.3% | +41.1% | +41.1% |
| 1Y | +48.9% | -2.8% | +51.7% | +51.2% |
| 3Y | +115.6% | +71.2% | +44.4% | +34.7% |
| 5Y | +135.1% | +37.6% | +97.5% | +73.8% |
| All | +135.1% | +37.1% | +98.0% | +73.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling