+326.0%
XEL vs AMC
-97.7%
+423.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +1.9% | -2.8% | -0.9% |
| 7D | -0.2% | +2.6% | -2.8% | -0.2% |
| 30D | +10.0% | +9.0% | +1.0% | +10.0% |
| 3M | +4.3% | +22.2% | -17.8% | +4.3% |
| 6M | +0.5% | +91.5% | -91.0% | +0.3% |
| YTD | +10.4% | +101.3% | -90.9% | +10.2% |
| 1Y | +2.0% | +20.8% | -18.8% | +1.9% |
| 3Y | +45.6% | -71.3% | +116.9% | +45.5% |
| 5Y | +46.6% | -99.2% | +145.9% | +46.5% |
| 10Y | +168.3% | -98.7% | +267.0% | +164.5% |
| All | +326.0% | -97.7% | +423.8% | +306.9% |
Cumulative growth
Daily Returns
Daily percentage return beside AMC.
Daily Out/Under-Performance
Portfolio return minus AMC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMC 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 all: compounded portfolio wealth divided by compounded AMC 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…
all analysis · Full analysis span regression · 6 months rolling