+44.2%
XLU vs ADM
+65.2%
-21.0%
-25.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -0.2% | -0.1% | -0.3% |
| 7D | -1.6% | +2.5% | -4.1% | -2.0% |
| 30D | -3.3% | +9.5% | -12.8% | -4.9% |
| 3M | -3.2% | +10.6% | -13.8% | -5.0% |
| 6M | -7.0% | +24.0% | -31.0% | -10.9% |
| YTD | +0.6% | +54.0% | -53.3% | -7.6% |
| 1Y | +2.4% | +45.3% | -42.9% | -5.0% |
| 3Y | +46.3% | +21.8% | +24.5% | +39.2% |
| All | +44.2% | +65.2% | -21.0% | +29.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling