+27.4%
XEL vs ADVB
-96.8%
+124.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ADVB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -23.6% | +23.7% | +0.4% |
| 7D | +2.4% | +27.8% | -25.3% | +2.1% |
| 30D | +8.3% | -50.8% | +59.1% | +8.9% |
| 3M | +4.2% | -70.5% | +74.7% | +5.3% |
| 6M | +3.7% | -46.7% | +50.5% | +3.3% |
| YTD | +13.1% | -56.7% | +69.7% | +12.3% |
| 1Y | +5.0% | -71.8% | +76.8% | +5.4% |
| All | +27.4% | -96.8% | +124.3% | +34.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling