+579.4%
ADI vs XLP
+126.4%
+452.9%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -1.3% | +2.0% | +1.7% |
| 7D | -12.8% | +0.7% | -13.6% | -13.5% |
| 30D | -11.3% | +10.3% | -21.6% | -18.8% |
| 3M | -3.4% | +6.5% | -9.9% | -9.2% |
| 6M | -12.0% | +8.4% | -20.4% | -19.6% |
| YTD | +35.3% | +18.2% | +17.1% | +14.0% |
| 1Y | +58.1% | +22.4% | +35.6% | +28.9% |
| 3Y | +127.4% | +41.9% | +85.5% | +59.4% |
| 5Y | +114.6% | +40.9% | +73.7% | +51.0% |
| All | +579.4% | +126.4% | +452.9% | +232.1% |
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