+46.6%
XLE vs ADVB
-61.6%
+108.2%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +42.7% | -41.2% | +1.0% |
| 7D | +4.4% | +74.2% | -69.8% | +3.6% |
| 30D | -4.3% | -35.9% | +31.6% | -4.1% |
| 3M | +6.0% | -56.4% | +62.5% | +6.6% |
| 6M | +13.2% | -36.7% | +49.9% | +13.8% |
| YTD | +46.7% | -43.3% | +90.1% | +47.5% |
| 1Y | +46.6% | -63.4% | +110.0% | +51.0% |
| All | +46.6% | -61.6% | +108.2% | +51.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 1y: compounded portfolio wealth divided by compounded ADVB 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…
1y analysis · Full analysis span regression · 6 months rolling