+16.8%
XLI vs ADVB
+10.9%
+5.9%
-12.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.8% | +3.3% | -0.5% |
| 7D | +1.0% | -14.0% | +15.0% | +1.0% |
| 30D | -5.8% | +41.0% | -46.8% | -5.8% |
| 3M | +0.7% | +127.9% | -127.2% | +1.1% |
| 6M | +3.2% | +101.3% | -98.2% | +3.8% |
| YTD | +13.0% | +53.8% | -40.7% | +13.7% |
| 1Y | +16.8% | +4.4% | +12.4% | +17.4% |
| All | +16.8% | +10.9% | +5.9% | +17.4% |
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