+228.9%
ARM vs XEL
+44.3%
+184.5%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.7% | -0.9% | +5.6% | +4.4% |
| 7D | -15.2% | -0.2% | -15.0% | -15.2% |
| 30D | -40.7% | +10.0% | -50.7% | -38.3% |
| 3M | -39.1% | +4.3% | -43.4% | -38.1% |
| 6M | -26.4% | +0.5% | -26.9% | -25.8% |
| YTD | +59.7% | +10.4% | +49.4% | +66.6% |
| 1Y | +10.3% | +2.0% | +8.4% | +12.2% |
| 3Y | +228.9% | +45.6% | +183.3% | +316.8% |
| All | +228.9% | +44.3% | +184.5% | +316.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling