+163.9%
XLE vs ADI
+652.5%
-488.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.6% | -8.0% | -2.4% |
| 7D | -7.9% | -4.4% | -3.5% | -6.7% |
| 30D | -4.8% | -2.8% | -2.0% | -4.4% |
| 3M | +8.4% | +1.5% | +6.8% | +6.8% |
| 6M | +12.7% | -4.7% | +17.4% | +11.9% |
| YTD | +41.3% | +46.8% | -5.5% | +17.5% |
| 1Y | +42.3% | +74.9% | -32.6% | +10.1% |
| 3Y | +65.1% | +147.4% | -82.4% | +4.9% |
| 5Y | +150.2% | +131.9% | +18.3% | +57.1% |
| 10Y | +163.9% | +630.6% | -466.7% | +8.8% |
| All | +163.9% | +652.5% | -488.5% | +8.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ADI.
Daily Out/Under-Performance
Portfolio return minus ADI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADI 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 ADI 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