+596.9%
XEL vs ACM
+250.2%
+346.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ACM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -0.2% | +0.7% | +0.5% |
| 7D | +1.4% | +5.1% | -3.7% | +0.5% |
| 30D | +9.2% | +18.7% | -9.5% | +6.1% |
| 3M | +4.5% | +15.5% | -10.9% | +1.9% |
| 6M | +3.6% | +1.2% | +2.4% | +2.8% |
| YTD | +12.9% | -25.2% | +38.1% | +17.2% |
| 1Y | +4.1% | -46.3% | +50.4% | +14.3% |
| 3Y | +52.3% | -9.6% | +61.9% | +51.3% |
| 5Y | +51.6% | +4.4% | +47.2% | +45.8% |
| 10Y | +185.2% | +129.3% | +55.9% | +129.9% |
| All | +596.9% | +250.2% | +346.8% | +339.3% |
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