+278.9%
ADP vs XEL
+151.6%
+127.3%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -2.8% | -0.3% | -2.5% | -2.7% |
| 30D | +0.2% | -3.9% | +4.2% | +2.0% |
| 3M | +20.5% | -2.8% | +23.3% | +21.8% |
| 6M | +28.8% | -5.4% | +34.2% | +30.9% |
| YTD | +6.6% | +3.8% | +2.9% | +3.2% |
| 1Y | -6.9% | +6.8% | -13.7% | -11.6% |
| 3Y | +16.1% | +45.6% | -29.5% | -8.1% |
| 5Y | +49.3% | +30.7% | +18.7% | +23.9% |
| All | +278.9% | +151.6% | +127.3% | +150.9% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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