-2.7%
ADI vs XLP
+10.2%
-12.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | XLP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +0.5% | +3.6% | +4.4% |
| 7D | +0.7% | -0.5% | +1.2% | 0.0% |
| 30D | +0.7% | +8.3% | -7.6% | +9.1% |
| 3M | +6.5% | +8.7% | -2.2% | +15.7% |
| 6M | -2.7% | +11.2% | -13.8% | +9.4% |
| All | -2.7% | +10.2% | -12.9% | +9.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling