+25.2%
XEL vs ADVB
-97.4%
+122.6%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +3.5% | -2.9% | +0.6% |
| 7D | +1.1% | -1.2% | +2.3% | +1.1% |
| 30D | +8.7% | -61.4% | +70.1% | +9.6% |
| 3M | +3.5% | -67.8% | +71.3% | +4.5% |
| 6M | +2.6% | -66.9% | +69.4% | +2.8% |
| YTD | +11.1% | -64.9% | +76.0% | +10.6% |
| 1Y | +2.2% | -74.8% | +76.9% | +2.5% |
| All | +25.2% | -97.4% | +122.6% | +32.9% |
Cumulative growth
Daily Returns
Daily percentage return beside ADVB.
Daily Out/Under-Performance
Portfolio return minus ADVB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ADVB 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 ADVB 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