+218.0%
XLE vs ADP
+49.8%
+168.2%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | -0.3% |
| 7D | +2.2% | -3.4% | +5.6% | +3.2% |
| 30D | +11.8% | +2.8% | +9.0% | +10.8% |
| 3M | +9.8% | +20.9% | -11.1% | +3.2% |
| 6M | +15.6% | +29.9% | -14.3% | +5.9% |
| YTD | +45.3% | +9.6% | +35.6% | +40.6% |
| 1Y | +48.3% | -5.3% | +53.6% | +51.2% |
| 3Y | +55.4% | +16.5% | +39.0% | +46.5% |
| All | +218.0% | +49.8% | +168.2% | +178.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling