+22.8%
XEL vs AUR
-35.7%
+58.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AUR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +1.6% | -1.5% | +0.1% |
| 7D | -0.3% | +1.4% | -1.7% | -0.3% |
| 30D | -3.9% | -6.4% | +2.5% | -3.9% |
| 3M | -2.8% | +7.7% | -10.5% | -2.9% |
| 6M | -5.4% | +44.5% | -49.9% | -5.9% |
| YTD | +3.8% | +67.4% | -63.7% | +3.0% |
| 1Y | +6.8% | +15.4% | -8.6% | +6.4% |
| 3Y | +45.6% | +94.8% | -49.3% | +41.9% |
| 5Y | +30.7% | -35.1% | +65.8% | +23.9% |
| All | +22.8% | -35.7% | +58.5% | +16.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AUR.
Daily Out/Under-Performance
Portfolio return minus AUR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AUR 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 AUR 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