+167.2%
XLE vs ADP
+318.0%
-150.8%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.2% | +1.2% | +0.6% |
| 7D | -12.0% | +3.2% | -15.2% | -13.5% |
| 30D | -2.7% | +14.9% | -17.7% | -9.7% |
| 3M | +6.6% | +11.6% | -5.0% | +0.1% |
| 6M | +9.5% | +48.5% | -38.9% | -12.2% |
| YTD | +40.6% | +20.6% | +20.0% | +24.9% |
| 1Y | +43.6% | +23.7% | +19.9% | +25.7% |
| 3Y | +58.1% | +47.8% | +10.3% | +22.6% |
| 5Y | +152.2% | +47.7% | +104.5% | +89.0% |
| All | +167.2% | +318.0% | -150.8% | +34.5% |
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