+170.7%
XLE vs ADI
+608.4%
-437.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.3% | +0.8% | +1.0% |
| 7D | 0.0% | +2.4% | -2.4% | -0.9% |
| 30D | +12.6% | -6.6% | +19.2% | +15.2% |
| 3M | +11.8% | -9.8% | +21.6% | +14.6% |
| 6M | +16.1% | +15.7% | +0.4% | +7.0% |
| YTD | +46.9% | +35.1% | +11.7% | +26.8% |
| 1Y | +53.3% | +47.7% | +5.6% | +27.0% |
| 3Y | +54.9% | +114.5% | -59.5% | +4.7% |
| 5Y | +225.7% | +141.2% | +84.5% | +98.9% |
| 10Y | +170.7% | +611.3% | -440.6% | +6.7% |
| All | +170.7% | +608.4% | -437.8% | +6.7% |
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