+147.5%
XEL vs ADM
+178.5%
-30.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.4% | -1.4% | -1.1% |
| 7D | -1.2% | +3.0% | -4.2% | -2.0% |
| 30D | -2.9% | +8.7% | -11.6% | -5.0% |
| 3M | -2.7% | +7.6% | -10.3% | -4.8% |
| 6M | -6.5% | +26.9% | -33.4% | -12.8% |
| YTD | +3.6% | +54.3% | -50.7% | -8.4% |
| 1Y | +7.5% | +45.7% | -38.2% | -3.7% |
| 3Y | +46.3% | +21.9% | +24.4% | +35.2% |
| 5Y | +30.5% | +67.2% | -36.6% | +5.3% |
| All | +147.5% | +178.5% | -30.9% | +58.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADM.
Daily Out/Under-Performance
Portfolio return minus ADM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADM 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 ADM 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