+30.1%
XEL vs AR
+140.6%
-110.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -0.8% | +2.4% | +1.6% |
| 7D | +1.3% | -1.8% | +3.1% | +1.4% |
| 30D | -1.5% | +12.6% | -14.1% | -2.2% |
| 3M | -0.2% | +10.0% | -10.2% | -0.8% |
| 6M | -5.4% | +0.6% | -6.1% | -5.6% |
| YTD | +5.6% | +13.4% | -7.8% | +4.6% |
| 1Y | +10.5% | +21.7% | -11.3% | +8.8% |
| 3Y | +49.2% | +45.8% | +3.4% | +43.8% |
| 5Y | +30.1% | +144.3% | -114.1% | +26.6% |
| All | +30.1% | +140.6% | -110.5% | +26.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling