+296.4%
ARM vs XEL
+43.5%
+252.9%
-54.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.9% | -0.8% | +4.7% | +3.6% |
| 7D | +5.5% | -1.0% | +6.4% | +5.1% |
| 30D | -8.2% | -1.9% | -6.3% | -8.8% |
| 3M | -35.9% | -1.9% | -34.0% | -36.2% |
| 6M | +103.1% | -7.4% | +110.6% | +99.8% |
| YTD | +130.6% | +4.1% | +126.6% | +133.9% |
| 1Y | +86.1% | +8.0% | +78.0% | +91.1% |
| All | +296.4% | +43.5% | +252.9% | +362.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling