+29.0%
XEL vs ACI
-43.7%
+72.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ACI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.4% | +1.5% | -0.6% |
| 7D | +0.9% | -5.0% | +5.9% | +1.5% |
| 30D | -0.9% | -2.3% | +1.4% | -0.7% |
| 3M | -1.4% | -23.2% | +21.8% | +1.5% |
| 6M | -5.8% | -29.5% | +23.7% | -1.9% |
| YTD | +4.7% | -28.6% | +33.3% | +8.7% |
| 1Y | +9.1% | -34.0% | +43.1% | +14.3% |
| 3Y | +47.8% | -45.0% | +92.8% | +58.6% |
| 5Y | +29.0% | -44.0% | +73.0% | +34.3% |
| All | +29.0% | -43.7% | +72.7% | +34.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ACI.
Daily Out/Under-Performance
Portfolio return minus ACI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACI 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 ACI 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