+1,019.2%
XLE vs ADP
+1,681.0%
-661.7%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +0.3% | +1.6% | +1.7% |
| 7D | -0.2% | +0.9% | -1.2% | -0.7% |
| 30D | -4.0% | +11.9% | -15.9% | -9.4% |
| 3M | +4.6% | +13.7% | -9.1% | -2.3% |
| 6M | +12.3% | +46.8% | -34.5% | -8.1% |
| YTD | +44.5% | +21.8% | +22.8% | +28.4% |
| 1Y | +42.4% | +23.5% | +18.9% | +25.5% |
| 3Y | +67.0% | +44.1% | +23.0% | +34.6% |
| 5Y | +161.9% | +49.9% | +112.0% | +101.9% |
| 10Y | +173.9% | +318.8% | -144.9% | +26.2% |
| All | +1,019.2% | +1,681.0% | -661.7% | +180.8% |
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