+183.8%
XEL vs APD
+187.5%
-3.7%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +0.9% | +0.3% | +0.9% |
| 7D | +0.7% | -1.2% | +1.9% | +1.1% |
| 30D | +9.3% | +11.0% | -1.7% | +5.9% |
| 3M | +5.3% | +2.6% | +2.7% | +4.3% |
| 6M | +2.2% | +4.8% | -2.6% | +0.4% |
| YTD | +12.3% | +31.0% | -18.6% | +2.4% |
| 1Y | +3.0% | +23.4% | -20.4% | -4.5% |
| 3Y | +51.6% | +28.4% | +23.2% | +34.9% |
| 5Y | +50.0% | +15.2% | +34.8% | +36.2% |
| 10Y | +183.8% | +190.7% | -6.9% | +91.8% |
| All | +183.8% | +187.5% | -3.7% | +91.8% |
Cumulative growth
Daily Returns
Daily percentage return beside APD.
Daily Out/Under-Performance
Portfolio return minus APD return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APD 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 APD 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