+183.8%
XEL vs AR
+58.9%
+124.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | +1.5% | -0.3% | +1.2% |
| 7D | +0.7% | +2.1% | -1.3% | +0.7% |
| 30D | +9.3% | +4.5% | +4.8% | +9.2% |
| 3M | +5.3% | +1.0% | +4.3% | +5.2% |
| 6M | +2.2% | +4.4% | -2.2% | +2.0% |
| YTD | +12.3% | +10.9% | +1.5% | +11.8% |
| 1Y | +3.0% | +8.6% | -5.5% | +2.6% |
| 3Y | +51.6% | +48.5% | +3.1% | +49.1% |
| 5Y | +50.0% | +95.7% | -45.8% | +46.7% |
| 10Y | +183.8% | +55.5% | +128.4% | +139.9% |
| All | +183.8% | +58.9% | +124.9% | +139.9% |
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