+55.0%
XEL vs ADM
+11.2%
+43.8%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.6% | -0.2% |
| 7D | +2.4% | +4.2% | -1.8% | +1.9% |
| 30D | +8.3% | -12.8% | +21.1% | +10.0% |
| 3M | +4.2% | -8.5% | +12.6% | +5.2% |
| 6M | +3.7% | -10.9% | +14.6% | +5.0% |
| YTD | +13.1% | +29.4% | -16.4% | +8.6% |
| 1Y | +5.0% | +27.5% | -22.5% | +1.1% |
| 3Y | +55.0% | +10.3% | +44.6% | +47.8% |
| All | +55.0% | +11.2% | +43.8% | +47.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling