+197.1%
ABT vs XEL
+151.6%
+45.5%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +0.1% | -1.5% | -1.4% |
| 7D | -5.9% | -0.3% | -5.6% | -5.8% |
| 30D | -8.1% | -3.9% | -4.1% | -6.6% |
| 3M | +14.5% | -2.8% | +17.3% | +15.7% |
| 6M | -6.3% | -5.4% | -0.9% | -4.6% |
| YTD | -17.1% | +3.8% | -20.9% | -19.1% |
| 1Y | -21.4% | +6.8% | -28.2% | -24.5% |
| 3Y | +5.9% | +45.6% | -39.7% | -13.3% |
| 5Y | -12.8% | +30.7% | -43.5% | -25.4% |
| All | +197.1% | +151.6% | +45.5% | +109.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling