+46.5%
ADP vs XEL
+30.6%
+15.9%
-40.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.5% | -5.0% | -3.9% |
| 7D | -5.5% | +1.3% | -6.8% | -5.9% |
| 30D | -1.2% | -1.5% | +0.3% | -0.8% |
| 3M | +17.9% | -0.2% | +18.1% | +17.8% |
| 6M | +20.3% | -5.4% | +25.8% | +21.9% |
| YTD | +5.8% | +5.6% | +0.2% | +2.7% |
| 1Y | -7.7% | +10.5% | -18.2% | -12.2% |
| 3Y | +14.7% | +49.2% | -34.5% | -4.1% |
| All | +46.5% | +30.6% | +15.9% | +30.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling