+822.8%
XEL vs AU
+751.1%
+71.7%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.3% | +3.3% | -0.7% |
| 7D | -1.2% | -7.0% | +5.8% | -0.7% |
| 30D | -2.9% | +7.3% | -10.2% | -3.5% |
| 3M | -2.7% | +33.2% | -35.9% | -4.9% |
| 6M | -6.5% | -0.6% | -5.9% | -7.1% |
| YTD | +3.6% | +26.2% | -22.5% | +1.0% |
| 1Y | +7.5% | +68.3% | -60.8% | +2.4% |
| 3Y | +46.3% | +592.1% | -545.8% | +24.4% |
| 5Y | +30.5% | +685.3% | -654.7% | +8.7% |
| 10Y | +151.4% | +682.5% | -531.1% | +102.4% |
| All | +822.8% | +751.1% | +71.7% | +624.4% |
Cumulative growth
Daily Returns
Daily percentage return beside AU.
Daily Out/Under-Performance
Portfolio return minus AU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AU 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 all: compounded portfolio wealth divided by compounded AU 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…
all analysis · Full analysis span regression · 6 months rolling