+41.6%
XLE vs ADVB
-73.6%
+115.3%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +2.9% | -2.5% | +0.4% |
| 7D | -6.7% | -4.1% | -2.6% | -6.7% |
| 30D | -4.4% | -60.3% | +55.9% | -3.6% |
| 3M | +4.0% | -73.3% | +77.3% | +5.2% |
| 6M | +13.2% | -65.9% | +79.1% | +14.5% |
| YTD | +41.9% | -63.9% | +105.8% | +43.5% |
| 1Y | +41.6% | -74.1% | +115.8% | +45.3% |
| All | +41.6% | -73.6% | +115.3% | +45.3% |
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