+1,024.7%
XLE vs ADM
+1,046.9%
-22.1%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.3% | -1.1% | -1.0% |
| 7D | +2.2% | +3.8% | -1.6% | +0.5% |
| 30D | +11.8% | +9.8% | +2.0% | +7.1% |
| 3M | +9.8% | +2.1% | +7.7% | +8.5% |
| 6M | +15.6% | +27.5% | -11.9% | +2.9% |
| YTD | +45.3% | +50.2% | -5.0% | +19.8% |
| 1Y | +48.3% | +40.6% | +7.7% | +25.4% |
| 3Y | +55.4% | +17.2% | +38.2% | +37.2% |
| 5Y | +216.1% | +61.9% | +154.2% | +139.0% |
| 10Y | +178.4% | +159.3% | +19.1% | +71.2% |
| All | +1,024.7% | +1,046.9% | -22.1% | +337.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling