+135.9%
XLU vs ADM
+177.9%
-42.0%
-36.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.2% |
| 7D | -1.6% | +2.5% | -4.1% | -2.3% |
| 30D | -3.3% | +9.5% | -12.8% | -5.8% |
| 3M | -3.2% | +10.6% | -13.8% | -6.2% |
| 6M | -7.0% | +24.0% | -31.0% | -13.2% |
| YTD | +0.6% | +54.0% | -53.3% | -12.1% |
| 1Y | +2.4% | +45.3% | -42.9% | -9.3% |
| 3Y | +46.3% | +21.8% | +24.5% | +34.0% |
| 5Y | +44.0% | +66.8% | -22.8% | +13.0% |
| All | +135.9% | +177.9% | -42.0% | +43.6% |
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