+651.5%
ADI vs XLY
+220.9%
+430.6%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XLY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +0.9% | +4.0% | +4.0% |
| 7D | +4.6% | -1.7% | +6.3% | +6.3% |
| 30D | -1.2% | -4.2% | +3.0% | +2.8% |
| 3M | -7.8% | -2.7% | -5.1% | -6.0% |
| 6M | +19.3% | -0.6% | +20.0% | +19.1% |
| YTD | +40.9% | -5.0% | +45.9% | +46.8% |
| 1Y | +54.5% | -4.1% | +58.6% | +59.4% |
| 3Y | +123.4% | +33.6% | +89.8% | +66.5% |
| 5Y | +142.3% | +28.7% | +113.6% | +83.8% |
| All | +651.5% | +220.9% | +430.6% | +127.7% |
Cumulative growth
Daily Returns
Daily percentage return beside XLY.
Daily Out/Under-Performance
Portfolio return minus XLY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XLY 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 XLY 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