+138.3%
ADI vs XLI
+80.9%
+57.3%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +1.1% | +3.8% | +3.5% |
| 7D | +4.6% | -1.7% | +6.2% | +6.8% |
| 30D | -1.2% | -7.3% | +6.1% | +8.7% |
| 3M | -7.8% | -1.3% | -6.5% | -5.9% |
| 6M | +19.3% | +2.2% | +17.1% | +16.7% |
| YTD | +40.9% | +11.7% | +29.2% | +23.0% |
| 1Y | +54.5% | +14.3% | +40.2% | +31.2% |
| 3Y | +123.4% | +70.3% | +53.1% | +18.8% |
| All | +138.3% | +80.9% | +57.3% | +19.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling