+149.9%
XLE vs ADI
+115.4%
+34.5%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.7% | -0.7% | -0.2% |
| 7D | -12.0% | -12.8% | +0.8% | -9.7% |
| 30D | -2.7% | -11.3% | +8.6% | -0.7% |
| 3M | +6.6% | -3.4% | +9.9% | +6.8% |
| 6M | +9.5% | -12.0% | +21.6% | +11.1% |
| YTD | +40.6% | +35.3% | +5.3% | +27.7% |
| 1Y | +43.6% | +58.1% | -14.5% | +25.1% |
| 3Y | +58.1% | +127.4% | -69.3% | +21.8% |
| All | +149.9% | +115.4% | +34.5% | +93.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling