+620.2%
ADI vs XLP
+139.1%
+481.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.8% | +1.4% | -4.2% | -3.9% |
| 7D | +9.5% | +2.5% | +6.9% | +7.4% |
| 30D | -1.4% | +7.3% | -8.7% | -7.4% |
| 3M | +4.7% | +8.1% | -3.4% | -2.6% |
| 6M | -7.4% | +10.5% | -17.9% | -16.6% |
| YTD | +48.1% | +21.2% | +26.9% | +22.3% |
| 1Y | +69.6% | +22.7% | +46.9% | +38.5% |
| 3Y | +144.4% | +44.8% | +99.6% | +68.5% |
| 5Y | +134.1% | +44.7% | +89.4% | +61.0% |
| All | +620.2% | +139.1% | +481.1% | +226.6% |
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