+279.0%
ADP vs XME
+412.4%
-133.4%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -0.6% | -0.4% | -0.8% |
| 7D | -5.7% | -0.2% | -5.4% | -5.6% |
| 30D | -3.1% | +1.4% | -4.5% | -3.6% |
| 3M | +15.6% | +2.7% | +12.9% | +13.8% |
| 6M | +20.8% | +6.5% | +14.3% | +16.4% |
| YTD | +4.7% | +15.2% | -10.4% | -2.4% |
| 1Y | -8.3% | +43.5% | -51.8% | -21.4% |
| 3Y | +13.6% | +135.9% | -122.3% | -20.5% |
| 5Y | +45.0% | +181.5% | -136.4% | -8.0% |
| 10Y | +279.0% | +436.9% | -157.9% | +68.1% |
| All | +279.0% | +412.4% | -133.4% | +68.1% |
Cumulative growth
Daily Returns
Daily percentage return beside XME.
Daily Out/Under-Performance
Portfolio return minus XME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XME 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 XME 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