+68.4%
XLE vs ADM
+8.2%
+60.1%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +4.4% | +0.7% | +3.7% | +4.2% |
| 30D | -4.3% | -14.7% | +10.4% | -0.1% |
| 3M | +6.0% | -10.4% | +16.5% | +9.1% |
| 6M | +13.2% | -10.9% | +24.2% | +16.5% |
| YTD | +46.7% | +26.0% | +20.7% | +38.5% |
| 1Y | +46.6% | +26.5% | +20.1% | +38.3% |
| All | +68.4% | +8.2% | +60.1% | +55.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling