+193.0%
ARM vs XEL
+53.2%
+139.8%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.7% | +0.6% | +6.1% | +6.9% |
| 7D | -5.3% | +1.1% | -6.4% | -4.9% |
| 30D | -30.0% | +8.7% | -38.7% | -27.9% |
| 3M | -34.1% | +3.5% | -37.6% | -33.3% |
| 6M | -12.6% | +2.6% | -15.2% | -11.4% |
| YTD | +70.4% | +11.1% | +59.4% | +76.8% |
| 1Y | +22.3% | +2.2% | +20.1% | +24.1% |
| 3Y | +261.2% | +51.1% | +210.1% | +330.8% |
| All | +193.0% | +53.2% | +139.8% | +249.2% |
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