+179.2%
XLE vs ADP
+322.2%
-143.0%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.7% | +0.3% | +0.7% |
| 7D | +5.4% | +2.2% | +3.3% | +4.3% |
| 30D | -3.9% | +10.6% | -14.5% | -9.0% |
| 3M | +7.0% | +12.9% | -5.9% | 0.0% |
| 6M | +14.2% | +50.6% | -36.4% | -9.0% |
| YTD | +48.2% | +23.2% | +25.0% | +30.3% |
| 1Y | +47.7% | +25.3% | +22.4% | +28.5% |
| 3Y | +70.0% | +47.1% | +22.9% | +32.5% |
| 5Y | +169.1% | +50.1% | +119.1% | +100.3% |
| All | +179.2% | +322.2% | -143.0% | +38.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ADP.
Daily Out/Under-Performance
Portfolio return minus ADP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADP 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 ADP 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