+1,024.7%
XLE vs ADI
+4,039.1%
-3,014.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.6% | -2.5% | -1.2% |
| 7D | +2.2% | +0.4% | +1.8% | +2.1% |
| 30D | +11.8% | -3.8% | +15.6% | +12.6% |
| 3M | +9.8% | -15.3% | +25.1% | +13.2% |
| 6M | +15.6% | +6.7% | +8.9% | +12.3% |
| YTD | +45.3% | +34.8% | +10.5% | +33.4% |
| 1Y | +48.3% | +49.0% | -0.7% | +32.7% |
| 3Y | +55.4% | +108.1% | -52.6% | +26.2% |
| 5Y | +216.1% | +142.4% | +73.7% | +143.7% |
| 10Y | +178.4% | +589.9% | -411.5% | +71.5% |
| All | +1,024.7% | +4,039.1% | -3,014.3% | +381.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling