+82.8%
XLI vs ADP
+47.6%
+35.2%
-21.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.8% |
| 7D | +1.0% | -5.5% | +6.5% | +3.0% |
| 30D | -5.8% | -1.2% | -4.6% | -5.5% |
| 3M | +0.7% | +17.9% | -17.2% | -6.2% |
| 6M | +3.2% | +20.3% | -17.1% | -5.1% |
| YTD | +13.0% | +5.8% | +7.2% | +10.5% |
| 1Y | +16.8% | -7.7% | +24.5% | +22.3% |
| 3Y | +72.4% | +14.7% | +57.7% | +60.2% |
| 5Y | +82.8% | +45.8% | +37.0% | +45.7% |
| All | +82.8% | +47.6% | +35.2% | +45.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling