+1,890.4%
XEL vs ADM
+1,908.9%
-18.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ADM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.3% | -1.1% | -0.9% |
| 7D | -1.0% | +3.8% | -4.7% | -1.7% |
| 30D | -1.9% | +9.8% | -11.7% | -3.8% |
| 3M | -1.9% | +2.1% | -4.0% | -2.5% |
| 6M | -7.4% | +27.5% | -35.0% | -12.3% |
| YTD | +4.1% | +50.2% | -46.2% | -4.7% |
| 1Y | +8.0% | +40.6% | -32.5% | +0.2% |
| 3Y | +48.4% | +17.2% | +31.2% | +40.1% |
| 5Y | +27.2% | +61.9% | -34.6% | +11.3% |
| 10Y | +146.8% | +159.3% | -12.5% | +92.8% |
| All | +1,890.4% | +1,908.9% | -18.5% | +863.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling