+585.1%
XEL vs ACM
+252.7%
+332.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.6% | -0.7% | -0.2% |
| 7D | +1.7% | +6.6% | -4.9% | +0.6% |
| 30D | +8.6% | +19.8% | -11.2% | +5.3% |
| 3M | +5.1% | -3.1% | +8.2% | +5.2% |
| 6M | +2.5% | -11.5% | +14.0% | +3.9% |
| YTD | +11.0% | -24.7% | +35.7% | +15.1% |
| 1Y | +2.7% | -45.1% | +47.8% | +12.4% |
| 3Y | +49.7% | -8.9% | +58.6% | +48.6% |
| 5Y | +46.1% | +5.4% | +40.7% | +40.3% |
| 10Y | +181.5% | +131.1% | +50.5% | +126.6% |
| All | +585.1% | +252.7% | +332.4% | +331.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling