+188.0%
XEL vs AME
+444.5%
-256.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.3% | 0.0% |
| 7D | +2.4% | +5.9% | -3.4% | +0.7% |
| 30D | +8.3% | -1.9% | +10.2% | +8.6% |
| 3M | +4.2% | -5.4% | +9.5% | +5.5% |
| 6M | +3.7% | +4.9% | -1.2% | +1.4% |
| YTD | +13.1% | +18.5% | -5.4% | +6.0% |
| 1Y | +5.0% | +25.5% | -20.5% | -3.4% |
| 3Y | +55.0% | +63.0% | -8.1% | +28.3% |
| 5Y | +51.8% | +78.3% | -26.5% | +20.2% |
| All | +188.0% | +444.5% | -256.4% | +93.4% |
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