+19.4%
XLU vs ADVB
-88.8%
+108.2%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.8% | +4.7% | +0.9% |
| 7D | +2.1% | -14.0% | +16.1% | +2.3% |
| 30D | -0.4% | +41.0% | -41.3% | -0.8% |
| 3M | +0.5% | +127.9% | -127.4% | -1.0% |
| 6M | -5.8% | +101.3% | -107.1% | -7.3% |
| YTD | +3.1% | +53.8% | -50.6% | +1.7% |
| 1Y | +8.1% | +4.4% | +3.7% | +6.8% |
| All | +19.4% | -88.8% | +108.2% | +27.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling