+542.3%
XEL vs ACM
+230.8%
+311.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.4% | -0.4% | -0.7% |
| 7D | -1.0% | -3.7% | +2.8% | -0.3% |
| 30D | -1.9% | -11.1% | +9.2% | -0.2% |
| 3M | -1.9% | -8.0% | +6.1% | -0.9% |
| 6M | -7.4% | -29.7% | +22.2% | -2.5% |
| YTD | +4.1% | -29.4% | +33.4% | +9.2% |
| 1Y | +8.0% | -46.4% | +54.5% | +18.6% |
| 3Y | +48.4% | -22.3% | +70.7% | +51.4% |
| 5Y | +27.2% | +4.5% | +22.8% | +22.3% |
| 10Y | +146.8% | +127.6% | +19.2% | +98.9% |
| All | +542.3% | +230.8% | +311.5% | +309.1% |
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 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