+1,024.7%
XLE vs ADP
+1,503.6%
-478.9%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.1% | +1.2% | +0.1% |
| 7D | +2.2% | -3.4% | +5.6% | +3.9% |
| 30D | +11.8% | +2.8% | +9.0% | +10.1% |
| 3M | +9.8% | +20.9% | -11.1% | -0.6% |
| 6M | +15.6% | +29.9% | -14.3% | +0.4% |
| YTD | +45.3% | +9.6% | +35.6% | +36.3% |
| 1Y | +48.3% | -5.3% | +53.6% | +49.2% |
| 3Y | +55.4% | +16.5% | +39.0% | +39.2% |
| 5Y | +216.1% | +49.4% | +166.7% | +143.9% |
| 10Y | +178.4% | +282.2% | -103.8% | +34.6% |
| All | +1,024.7% | +1,503.6% | -478.9% | +198.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling