+328.7%
XEL vs AMC
-97.5%
+426.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.3% | -7.7% | +0.6% |
| 7D | +1.1% | +6.6% | -5.5% | +1.1% |
| 30D | +8.7% | +14.1% | -5.4% | +8.6% |
| 3M | +3.5% | +31.3% | -27.8% | +3.5% |
| 6M | +2.6% | +126.7% | -124.1% | +2.4% |
| YTD | +11.1% | +117.9% | -106.9% | +10.9% |
| 1Y | +2.2% | +41.1% | -38.9% | +2.1% |
| 3Y | +51.1% | -61.0% | +112.1% | +51.1% |
| 5Y | +48.0% | -99.1% | +147.2% | +47.9% |
| 10Y | +175.3% | -98.7% | +274.0% | +172.3% |
| All | +328.7% | -97.5% | +426.3% | +309.5% |
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