+47.3%
ADP vs XME
+121.9%
-74.6%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XME | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +5.5% | -5.9% | -1.2% |
| 7D | +1.1% | +0.9% | +0.2% | +0.9% |
| 30D | +11.5% | -7.3% | +18.8% | +12.6% |
| 3M | +12.0% | -14.8% | +26.8% | +14.4% |
| 6M | +43.8% | -18.4% | +62.2% | +47.5% |
| YTD | +20.1% | -4.7% | +24.7% | +17.4% |
| 1Y | +22.3% | +5.7% | +16.6% | +16.1% |
| 3Y | +43.3% | +104.0% | -60.7% | +7.8% |
| 5Y | +47.3% | +122.4% | -75.1% | +4.7% |
| All | +47.3% | +121.9% | -74.6% | +4.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling