+301.7%
XEL vs AMC
-98.1%
+399.8%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +4.3% | -5.1% | -0.8% |
| 7D | -1.0% | +2.3% | -3.3% | -1.0% |
| 30D | -1.9% | -0.7% | -1.2% | -1.9% |
| 3M | -1.9% | +35.2% | -37.1% | -2.0% |
| 6M | -7.4% | +124.6% | -132.0% | -7.6% |
| YTD | +4.1% | +69.9% | -65.8% | +3.9% |
| 1Y | +8.0% | -2.6% | +10.6% | +8.0% |
| 3Y | +48.4% | -79.8% | +128.2% | +48.4% |
| 5Y | +27.2% | -99.4% | +126.6% | +27.2% |
| 10Y | +146.8% | -98.9% | +245.7% | +143.0% |
| All | +301.7% | -98.1% | +399.8% | +283.8% |
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