+172.7%
XLE vs ADM
+159.6%
+13.1%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -1.0% |
| 7D | +2.2% | +3.8% | -1.6% | 0.0% |
| 30D | +11.8% | +9.8% | +2.0% | +5.9% |
| 3M | +9.8% | +2.1% | +7.7% | +8.1% |
| 6M | +15.6% | +27.5% | -11.9% | -0.4% |
| YTD | +45.3% | +50.2% | -5.0% | +13.5% |
| 1Y | +48.3% | +40.6% | +7.7% | +19.6% |
| 3Y | +55.4% | +17.2% | +38.2% | +34.0% |
| 5Y | +216.1% | +61.9% | +154.2% | +107.1% |
| All | +172.7% | +159.6% | +13.1% | +23.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling