+250.2%
XLI vs ADM
+178.5%
+71.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +0.4% | -1.1% | -0.9% |
| 7D | -2.3% | +3.0% | -5.3% | -3.4% |
| 30D | -8.2% | +8.7% | -16.9% | -11.2% |
| 3M | +0.8% | +7.6% | -6.8% | -2.5% |
| 6M | +0.8% | +26.9% | -26.0% | -9.1% |
| YTD | +10.5% | +54.3% | -43.8% | -8.1% |
| 1Y | +14.1% | +45.7% | -31.5% | -3.4% |
| 3Y | +68.6% | +21.9% | +46.7% | +49.1% |
| 5Y | +80.4% | +67.2% | +13.2% | +28.0% |
| All | +250.2% | +178.5% | +71.7% | +79.5% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 10y: compounded portfolio wealth divided by compounded ADM 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…
10y analysis · Full analysis span regression · 6 months rolling