+988.5%
XLE vs ADP
+1,685.5%
-697.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.2% | -4.2% | -3.5% |
| 7D | -10.3% | +7.4% | -17.7% | -13.4% |
| 30D | -3.3% | +17.1% | -20.4% | -10.7% |
| 3M | +8.2% | +14.4% | -6.3% | +0.7% |
| 6M | +5.0% | +47.9% | -42.9% | -14.4% |
| YTD | +40.6% | +22.1% | +18.5% | +24.7% |
| 1Y | +45.0% | +21.8% | +23.3% | +28.7% |
| 3Y | +56.3% | +50.5% | +5.8% | +23.2% |
| 5Y | +152.2% | +49.6% | +102.7% | +94.6% |
| 10Y | +173.0% | +329.3% | -156.3% | +24.3% |
| All | +988.5% | +1,685.5% | -697.0% | +172.8% |
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