+166.5%
XLE vs ADM
+23.4%
+143.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +0.1% | +1.4% | +1.5% |
| 7D | +4.4% | +0.7% | +3.7% | +4.1% |
| 30D | -4.3% | -14.7% | +10.4% | +1.9% |
| 3M | +6.0% | -10.4% | +16.5% | +10.5% |
| 6M | +13.2% | -10.9% | +24.2% | +18.0% |
| YTD | +46.7% | +26.0% | +20.7% | +32.4% |
| 1Y | +46.6% | +26.5% | +20.1% | +32.0% |
| 3Y | +69.6% | +8.2% | +61.3% | +57.9% |
| 5Y | +166.5% | +24.0% | +142.5% | +125.4% |
| All | +166.5% | +23.4% | +143.2% | +125.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling