-44.0%
ACN vs XEL
+29.4%
-73.4%
-68.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -0.9% | -0.9% | -1.6% |
| 7D | -6.3% | +0.9% | -7.2% | -6.5% |
| 30D | -1.4% | -0.9% | -0.5% | -1.2% |
| 3M | +2.6% | -1.4% | +4.0% | +2.8% |
| 6M | -14.3% | -5.8% | -8.5% | -13.4% |
| YTD | -33.1% | +4.7% | -37.8% | -34.7% |
| 1Y | -28.8% | +9.1% | -37.8% | -31.6% |
| 3Y | -43.0% | +47.8% | -90.8% | -51.6% |
| 5Y | -44.0% | +29.0% | -73.0% | -49.9% |
| All | -44.0% | +29.4% | -73.4% | -49.9% |
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