+1,118.6%
ABBV vs XEL
+340.9%
+777.7%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | +1.5% | -4.5% | -3.5% |
| 7D | -4.3% | +1.3% | -5.6% | -4.7% |
| 30D | +1.1% | -1.5% | +2.6% | +1.6% |
| 3M | +12.3% | -0.2% | +12.5% | +12.4% |
| 6M | +9.8% | -5.4% | +15.2% | +11.6% |
| YTD | +11.5% | +5.6% | +5.8% | +9.3% |
| 1Y | +22.3% | +10.5% | +11.8% | +17.9% |
| 3Y | +85.2% | +49.2% | +36.0% | +60.4% |
| 5Y | +170.8% | +30.1% | +140.7% | +143.1% |
| 10Y | +485.4% | +146.7% | +338.8% | +322.8% |
| All | +1,118.6% | +340.9% | +777.7% | +590.5% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 XEL 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