+343.5%
XEL vs AMCR
+93.5%
+250.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AMCR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | -0.3% | -6.3% | +6.0% | +1.0% |
| 30D | -3.9% | -7.8% | +3.9% | -2.5% |
| 3M | -2.8% | +7.5% | -10.3% | -4.4% |
| 6M | -5.4% | +2.7% | -8.1% | -6.4% |
| YTD | +3.8% | +6.0% | -2.3% | +1.7% |
| 1Y | +6.8% | +7.8% | -1.0% | +4.2% |
| 3Y | +45.6% | +5.8% | +39.8% | +41.4% |
| 5Y | +30.7% | -11.6% | +42.3% | +30.9% |
| 10Y | +151.7% | +14.6% | +137.1% | +131.5% |
| All | +343.5% | +93.5% | +250.0% | +306.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AMCR.
Daily Out/Under-Performance
Portfolio return minus AMCR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AMCR 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 AMCR 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