+150.1%
XEL vs ALM
+3,082.3%
-2,932.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -4.1% | +3.2% | -0.9% |
| 7D | +0.9% | +3.6% | -2.7% | +0.9% |
| 30D | -0.9% | +33.8% | -34.7% | -1.2% |
| 3M | -1.4% | +14.8% | -16.2% | -1.6% |
| 6M | -5.8% | -7.0% | +1.1% | -5.9% |
| YTD | +4.7% | +108.1% | -103.4% | +3.8% |
| 1Y | +9.1% | +313.8% | -304.7% | +7.4% |
| 3Y | +47.8% | +2,227.6% | -2,179.8% | +42.9% |
| 5Y | +29.0% | +956.6% | -927.6% | +25.1% |
| All | +150.1% | +3,082.3% | -2,932.2% | +146.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 ALM 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