+147.5%
XEL vs ACM
+131.7%
+15.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.8% | +0.7% | -0.7% |
| 7D | -1.2% | -5.9% | +4.7% | -0.3% |
| 30D | -2.9% | -6.2% | +3.3% | -2.1% |
| 3M | -2.7% | -7.9% | +5.2% | -1.8% |
| 6M | -6.5% | -30.6% | +24.1% | -1.5% |
| YTD | +3.6% | -33.3% | +36.9% | +9.5% |
| 1Y | +7.5% | -49.2% | +56.7% | +18.9% |
| 3Y | +46.3% | -23.5% | +69.8% | +48.9% |
| 5Y | +30.5% | +0.9% | +29.6% | +25.5% |
| All | +147.5% | +131.7% | +15.9% | +118.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ACM.
Daily Out/Under-Performance
Portfolio return minus ACM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ACM 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 ACM 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