-11.6%
ABT vs XEL
+27.8%
-39.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -1.0% | -0.8% | -1.4% |
| 7D | -5.0% | -1.2% | -3.8% | -4.6% |
| 30D | -5.8% | -2.9% | -2.9% | -4.9% |
| 3M | +16.7% | -2.7% | +19.5% | +17.7% |
| 6M | -5.2% | -6.5% | +1.3% | -3.4% |
| YTD | -16.0% | +3.6% | -19.6% | -17.6% |
| 1Y | -18.3% | +7.5% | -25.8% | -21.1% |
| 3Y | +9.2% | +46.3% | -37.1% | -7.5% |
| 5Y | -11.6% | +30.5% | -42.1% | -20.2% |
| All | -11.6% | +27.8% | -39.3% | -20.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling