+181.5%
XEL vs AR
+52.4%
+129.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +4.3% | -3.7% | +0.5% |
| 7D | +1.7% | -5.8% | +7.5% | +1.9% |
| 30D | +8.6% | +4.8% | +3.8% | +8.4% |
| 3M | +5.1% | +1.5% | +3.6% | +5.0% |
| 6M | +2.5% | +4.7% | -2.2% | +2.3% |
| YTD | +11.0% | +9.2% | +1.8% | +10.5% |
| 1Y | +2.7% | +11.2% | -8.4% | +2.3% |
| 3Y | +49.7% | +46.2% | +3.5% | +47.3% |
| 5Y | +46.1% | +98.1% | -51.9% | +42.9% |
| 10Y | +181.5% | +54.5% | +127.0% | +136.9% |
| All | +181.5% | +52.4% | +129.1% | +136.9% |
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