+1.7%
XEL vs AR
+14.7%
-13.0%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -6.3% | +8.5% | +2.2% |
| 7D | +4.3% | -11.1% | +15.4% | +4.3% |
| 30D | +12.6% | +7.9% | +4.7% | +12.5% |
| 3M | +4.4% | +4.9% | -0.5% | +4.2% |
| 6M | +0.7% | -5.3% | +6.0% | +0.8% |
| YTD | +11.5% | +8.6% | +2.9% | +10.6% |
| 1Y | +1.7% | +13.7% | -11.9% | 0.0% |
| All | +1.7% | +14.7% | -13.0% | 0.0% |
Cumulative growth
Daily Returns
Daily percentage return beside AR.
Daily Out/Under-Performance
Portfolio return minus AR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AR 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 1y: compounded portfolio wealth divided by compounded AR 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…
1y analysis · Full analysis span regression · 6 months rolling