+1,890.4%
XEL vs APD
+6,115.6%
-4,225.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APD | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.0% | +0.2% | -0.6% |
| 7D | -1.0% | -2.2% | +1.3% | -0.4% |
| 30D | -1.9% | +2.1% | -4.0% | -2.5% |
| 3M | -1.9% | +7.2% | -9.1% | -3.9% |
| 6M | -7.4% | +11.2% | -18.7% | -10.3% |
| YTD | +4.1% | +24.4% | -20.3% | -2.2% |
| 1Y | +8.0% | +6.7% | +1.4% | +5.2% |
| 3Y | +48.4% | +9.2% | +39.1% | +41.1% |
| 5Y | +27.2% | +27.4% | -0.1% | +15.0% |
| 10Y | +146.8% | +164.8% | -18.0% | +82.9% |
| All | +1,890.4% | +6,115.6% | -4,225.3% | +581.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling