+30.1%
XEL vs APD
+26.2%
+3.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -1.2% | +2.7% | +1.8% |
| 7D | +1.3% | -2.5% | +3.8% | +1.8% |
| 30D | -1.5% | -1.9% | +0.4% | -1.2% |
| 3M | -0.2% | +8.2% | -8.4% | -2.1% |
| 6M | -5.4% | +10.7% | -16.2% | -7.7% |
| YTD | +5.6% | +22.9% | -17.3% | +0.5% |
| 1Y | +10.5% | +5.8% | +4.7% | +8.6% |
| 3Y | +49.2% | +7.8% | +41.4% | +43.9% |
| 5Y | +30.1% | +26.1% | +4.0% | +16.2% |
| All | +30.1% | +26.2% | +3.9% | +16.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling