+188.0%
XEL vs ALM
+2,100.8%
-1,912.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +7.7% | -7.6% | +0.1% |
| 7D | +2.4% | +1.2% | +1.2% | +2.4% |
| 30D | +8.3% | -19.3% | +27.6% | +8.5% |
| 3M | +4.2% | -40.6% | +44.8% | +4.6% |
| 6M | +3.7% | -57.9% | +61.6% | +4.4% |
| YTD | +13.1% | -6.7% | +19.7% | +12.8% |
| 1Y | +5.0% | +20.2% | -15.2% | +4.5% |
| 3Y | +55.0% | +879.4% | -824.5% | +50.8% |
| 5Y | +51.8% | +415.3% | -363.5% | +48.0% |
| All | +188.0% | +2,100.8% | -1,912.8% | +178.2% |
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