+18.0%
XLU vs ADVB
-89.4%
+107.3%
-10.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -5.3% | +4.2% | -1.1% |
| 7D | +0.6% | -13.0% | +13.6% | +0.8% |
| 30D | -0.4% | +7.5% | -7.9% | -0.6% |
| 3M | -1.7% | +129.1% | -130.9% | -3.2% |
| 6M | -7.1% | +71.7% | -78.8% | -8.4% |
| YTD | +1.9% | +45.5% | -43.6% | +0.6% |
| 1Y | +6.1% | -2.7% | +8.9% | +4.9% |
| All | +18.0% | -89.4% | +107.3% | +25.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling