+6.8%
XEL vs ACM
-48.8%
+55.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.0% | -0.9% | +0.1% |
| 7D | -0.3% | -4.6% | +4.3% | -0.3% |
| 30D | -3.9% | +4.1% | -8.0% | -4.0% |
| 3M | -2.8% | -8.3% | +5.5% | -2.8% |
| 6M | -5.4% | -30.1% | +24.7% | -5.0% |
| YTD | +3.8% | -32.6% | +36.4% | +3.8% |
| 1Y | +6.8% | -49.6% | +56.4% | +10.2% |
| All | +6.8% | -48.8% | +55.6% | +10.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling