+115.3%
ADI vs XLI
+69.4%
+45.9%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.5% | +2.0% | +2.6% |
| 7D | +2.6% | -0.6% | +3.2% | +3.4% |
| 30D | -4.6% | -6.9% | +2.3% | +5.1% |
| 3M | -9.5% | -1.9% | -7.6% | -6.9% |
| 6M | +14.8% | +1.0% | +13.8% | +13.8% |
| YTD | +35.8% | +11.3% | +24.5% | +17.1% |
| 1Y | +48.9% | +15.8% | +33.1% | +21.6% |
| All | +115.3% | +69.4% | +45.9% | +7.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLI.
Daily Out/Under-Performance
Portfolio return minus XLI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLI 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 3y: compounded portfolio wealth divided by compounded XLI 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…
3y analysis · Full analysis span regression · 6 months rolling