+1,920.9%
XEL vs AME
+18,712.2%
-16,791.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AME | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | 0.0% | +1.5% | +1.5% |
| 7D | +1.3% | +2.8% | -1.5% | +0.8% |
| 30D | -1.5% | -6.3% | +4.7% | -0.3% |
| 3M | -0.2% | +5.4% | -5.6% | -1.4% |
| 6M | -5.4% | +7.4% | -12.9% | -7.0% |
| YTD | +5.6% | +16.2% | -10.5% | +2.2% |
| 1Y | +10.5% | +26.8% | -16.4% | +4.9% |
| 3Y | +49.2% | +57.5% | -8.3% | +34.6% |
| 5Y | +30.1% | +84.8% | -54.7% | +13.2% |
| 10Y | +146.7% | +424.3% | -277.6% | +74.9% |
| All | +1,920.9% | +18,712.2% | -16,791.4% | +823.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling