+183.8%
XEL vs AMBA
+7.9%
+175.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AMBA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +3.5% | -2.3% | +1.1% |
| 7D | +0.7% | +2.6% | -1.8% | +0.7% |
| 30D | +9.3% | -3.6% | +12.9% | +9.4% |
| 3M | +5.3% | -24.6% | +29.9% | +5.9% |
| 6M | +2.2% | -21.6% | +23.8% | +2.3% |
| YTD | +12.3% | -11.8% | +24.1% | +11.8% |
| 1Y | +3.0% | -33.2% | +36.2% | +3.4% |
| 3Y | +51.6% | +24.5% | +27.1% | +46.0% |
| 5Y | +50.0% | -67.7% | +117.6% | +50.0% |
| 10Y | +183.8% | +4.7% | +179.1% | +151.2% |
| All | +183.8% | +7.9% | +175.9% | +151.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AMBA.
Daily Out/Under-Performance
Portfolio return minus AMBA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMBA 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 AMBA 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