+3.3%
XLU vs ADVB
+2.9%
+0.4%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +4.1% | -5.1% | -1.0% |
| 7D | -1.2% | -5.9% | +4.7% | -1.1% |
| 30D | -2.5% | +13.9% | -16.4% | -2.7% |
| 3M | -2.7% | +127.3% | -130.1% | -3.1% |
| 6M | -7.5% | +77.0% | -84.5% | -7.7% |
| YTD | +0.9% | +51.5% | -50.6% | +0.5% |
| 1Y | +3.3% | -11.3% | +14.6% | +2.5% |
| All | +3.3% | +2.9% | +0.4% | +2.5% |
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