+624.2%
ADI vs XLP
+136.1%
+488.1%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.5% |
| 7D | -6.3% | +2.3% | -8.6% | -8.1% |
| 30D | -3.2% | +9.1% | -12.3% | -10.4% |
| 3M | +2.8% | +7.9% | -5.1% | -4.4% |
| 6M | -5.0% | +9.6% | -14.6% | -13.9% |
| YTD | +46.3% | +19.4% | +26.9% | +22.3% |
| 1Y | +71.6% | +22.4% | +49.3% | +40.2% |
| 3Y | +139.2% | +43.2% | +96.0% | +66.4% |
| 5Y | +136.4% | +42.6% | +93.8% | +64.6% |
| All | +624.2% | +136.1% | +488.1% | +234.2% |
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