+630.6%
ADI vs XLP
+130.4%
+500.2%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.9% | +7.7% | +7.8% |
| 7D | -4.4% | +0.1% | -4.5% | -4.6% |
| 30D | -2.8% | +8.9% | -11.8% | -10.0% |
| 3M | +1.5% | +7.5% | -6.0% | -5.2% |
| 6M | -4.7% | +9.4% | -14.1% | -13.5% |
| YTD | +46.8% | +19.3% | +27.6% | +22.9% |
| 1Y | +74.9% | +21.7% | +53.2% | +43.6% |
| 3Y | +147.4% | +44.0% | +103.5% | +71.4% |
| 5Y | +131.9% | +42.8% | +89.1% | +61.3% |
| 10Y | +630.6% | +128.8% | +501.8% | +250.5% |
| All | +630.6% | +130.4% | +500.2% | +250.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XLP.
Daily Out/Under-Performance
Portfolio return minus XLP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLP 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 XLP 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