+154.0%
XEL vs AR
+43.0%
+111.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -1.0% | -0.9% |
| 7D | +0.9% | -1.2% | +2.1% | +0.9% |
| 30D | -0.9% | +5.5% | -6.4% | -1.0% |
| 3M | -1.4% | +12.9% | -14.3% | -1.8% |
| 6M | -5.8% | +0.1% | -5.9% | -5.9% |
| YTD | +4.7% | +13.5% | -8.8% | +4.2% |
| 1Y | +9.1% | +21.6% | -12.5% | +8.3% |
| 3Y | +47.8% | +46.0% | +1.9% | +45.5% |
| 5Y | +29.0% | +143.7% | -114.7% | +25.6% |
| 10Y | +154.0% | +44.3% | +109.7% | +121.8% |
| All | +154.0% | +43.0% | +111.0% | +121.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling