+49.2%
XEL vs ALM
+2,327.9%
-2,278.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +8.8% | -7.3% | +1.4% |
| 7D | +1.3% | +8.4% | -7.1% | +1.2% |
| 30D | -1.5% | +34.8% | -36.4% | -1.9% |
| 3M | -0.2% | +16.2% | -16.4% | -0.5% |
| 6M | -5.4% | +2.1% | -7.6% | -5.7% |
| YTD | +5.6% | +117.0% | -111.4% | +4.2% |
| 1Y | +10.5% | +313.9% | -303.4% | +7.6% |
| 3Y | +49.2% | +2,327.9% | -2,278.7% | +37.2% |
| All | +49.2% | +2,327.9% | -2,278.7% | +37.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling