+147.8%
XEL vs AME
+445.1%
-297.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +3.3% | -3.1% | -0.9% |
| 7D | -0.3% | +1.7% | -2.0% | -0.8% |
| 30D | -3.9% | -6.4% | +2.5% | -2.0% |
| 3M | -2.8% | +7.1% | -9.9% | -5.1% |
| 6M | -5.4% | +8.2% | -13.6% | -8.1% |
| YTD | +3.8% | +18.2% | -14.4% | -2.1% |
| 1Y | +6.8% | +26.7% | -19.9% | -1.6% |
| 3Y | +45.6% | +60.7% | -15.1% | +22.0% |
| 5Y | +30.7% | +91.6% | -60.9% | +1.8% |
| All | +147.8% | +445.1% | -297.2% | +75.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AME.
Daily Out/Under-Performance
Portfolio return minus AME return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AME 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 AME 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