+113.1%
ADI vs XLU
+47.5%
+65.6%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.0% | -0.1% | -0.7% |
| 7D | +1.3% | -1.2% | +2.5% | +1.8% |
| 30D | -6.0% | -2.5% | -3.4% | -5.1% |
| 3M | -7.7% | -2.7% | -5.0% | -7.1% |
| 6M | +14.0% | -7.5% | +21.4% | +17.0% |
| YTD | +34.4% | +0.9% | +33.5% | +33.0% |
| 1Y | +48.0% | +3.3% | +44.7% | +44.8% |
| All | +113.1% | +47.5% | +65.6% | +79.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XLU.
Daily Out/Under-Performance
Portfolio return minus XLU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLU 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 3y: compounded portfolio wealth divided by compounded XLU 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…
3y analysis · Full analysis span regression · 6 months rolling