+163.9%
XLE vs ADP
+327.9%
-163.9%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.4% | +0.9% | +0.7% |
| 7D | -7.9% | +1.1% | -9.0% | -8.5% |
| 30D | -4.8% | +11.5% | -16.3% | -10.3% |
| 3M | +8.4% | +12.0% | -3.7% | +1.6% |
| 6M | +12.7% | +43.8% | -31.1% | -8.1% |
| YTD | +41.3% | +20.1% | +21.2% | +25.8% |
| 1Y | +42.3% | +22.3% | +20.0% | +25.3% |
| 3Y | +65.1% | +43.3% | +21.8% | +30.4% |
| 5Y | +150.2% | +47.3% | +102.8% | +87.7% |
| 10Y | +163.9% | +313.7% | -149.8% | +30.2% |
| All | +163.9% | +327.9% | -163.9% | +30.2% |
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