+318.8%
ADP vs XEL
+185.3%
+133.5%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +1.2% | -0.9% | -0.3% |
| 7D | +0.9% | +0.7% | +0.2% | +0.6% |
| 30D | +11.9% | +9.3% | +2.5% | +7.4% |
| 3M | +13.7% | +5.3% | +8.5% | +10.9% |
| 6M | +46.8% | +2.2% | +44.6% | +44.5% |
| YTD | +21.8% | +12.3% | +9.4% | +13.4% |
| 1Y | +23.5% | +3.0% | +20.5% | +20.1% |
| 3Y | +44.1% | +51.6% | -7.5% | +12.2% |
| 5Y | +49.9% | +50.0% | -0.1% | +15.5% |
| 10Y | +318.8% | +183.8% | +134.9% | +155.4% |
| All | +318.8% | +185.3% | +133.5% | +155.4% |
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