+199.6%
ARM vs XEL
+55.9%
+143.7%
-62.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.6% | +0.1% | -4.8% | -4.6% |
| 7D | +9.1% | +2.4% | +6.7% | +10.0% |
| 30D | -19.9% | +8.3% | -28.2% | -17.6% |
| 3M | -31.6% | +4.2% | -35.8% | -30.7% |
| 6M | -13.9% | +3.7% | -17.6% | -12.3% |
| YTD | +74.3% | +13.1% | +61.2% | +81.8% |
| 1Y | +35.8% | +5.0% | +30.8% | +39.0% |
| 3Y | +268.6% | +55.0% | +213.6% | +340.2% |
| All | +199.6% | +55.9% | +143.7% | +259.2% |
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 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