+136.8%
XLP vs ADM
+118.6%
+18.2%
-24.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.3% | -1.9% | -0.2% |
| 7D | -0.5% | +0.1% | -0.6% | -0.6% |
| 30D | +8.3% | -11.8% | +20.2% | +12.0% |
| 3M | +8.7% | -11.3% | +20.0% | +12.0% |
| 6M | +11.2% | -10.0% | +21.2% | +13.7% |
| YTD | +20.0% | +25.9% | -5.9% | +10.8% |
| 1Y | +21.3% | +26.7% | -5.3% | +11.7% |
| 3Y | +43.8% | +8.1% | +35.7% | +35.1% |
| 5Y | +43.3% | +23.5% | +19.8% | +23.8% |
| 10Y | +136.8% | +128.2% | +8.5% | +53.4% |
| All | +136.8% | +118.6% | +18.2% | +53.4% |
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