-18.0%
AMT vs XEL
+50.9%
-68.8%
-43.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.5% | -0.7% | -0.5% |
| 7D | -2.2% | +1.4% | -3.6% | -2.9% |
| 30D | +5.8% | +9.2% | -3.4% | +0.6% |
| 3M | +12.6% | +4.5% | +8.0% | +9.7% |
| 6M | +8.3% | +3.6% | +4.7% | +5.7% |
| YTD | +11.4% | +12.9% | -1.5% | +3.4% |
| 1Y | +7.7% | +4.1% | +3.6% | +4.6% |
| 3Y | +14.8% | +52.3% | -37.5% | -12.2% |
| 5Y | -18.0% | +51.6% | -69.6% | -31.8% |
| All | -18.0% | +50.9% | -68.8% | -31.8% |
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