+6,467.5%
ABT vs XEL
+1,965.5%
+4,502.0%
-45.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.5% | -4.1% | -3.1% |
| 7D | -3.1% | +1.3% | -4.4% | -3.5% |
| 30D | -2.1% | -1.5% | -0.6% | -1.7% |
| 3M | +17.4% | -0.2% | +17.6% | +17.4% |
| 6M | -2.4% | -5.4% | +3.0% | -1.1% |
| YTD | -14.2% | +5.6% | -19.9% | -16.0% |
| 1Y | -18.3% | +10.5% | -28.8% | -21.3% |
| 3Y | +11.5% | +49.2% | -37.7% | -2.9% |
| 5Y | -9.9% | +30.1% | -40.0% | -18.5% |
| 10Y | +204.4% | +146.7% | +57.7% | +129.0% |
| All | +6,467.5% | +1,965.5% | +4,502.0% | +2,277.6% |
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