+138.3%
ADI vs XLU
+42.8%
+95.5%
-32.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XLU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -0.3% | +5.2% | +5.0% |
| 7D | +4.6% | -1.6% | +6.2% | +5.3% |
| 30D | -1.2% | -3.3% | +2.1% | +0.4% |
| 3M | -7.8% | -3.2% | -4.7% | -6.7% |
| 6M | +19.3% | -7.0% | +26.3% | +22.9% |
| YTD | +40.9% | +0.6% | +40.3% | +39.5% |
| 1Y | +54.5% | +2.4% | +52.1% | +51.3% |
| 3Y | +123.4% | +46.3% | +77.2% | +80.5% |
| All | +138.3% | +42.8% | +95.5% | +95.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling