+49.9%
XLE vs ADM
+29.8%
+20.0%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.7% | +0.3% | -5.1% | -4.9% |
| 7D | -7.2% | -8.3% | +1.1% | -4.4% |
| 30D | +0.1% | -14.1% | +14.2% | +5.4% |
| 3M | +9.2% | -10.7% | +19.9% | +13.3% |
| 6M | +8.4% | -5.9% | +14.3% | +10.6% |
| YTD | +44.9% | +25.8% | +19.1% | +36.5% |
| 1Y | +49.9% | +21.3% | +28.6% | +42.2% |
| All | +49.9% | +29.8% | +20.0% | +42.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 1y: compounded portfolio wealth divided by compounded ADM 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…
1y analysis · Full analysis span regression · 6 months rolling