+14.1%
AGG vs XEL
+151.6%
-137.4%
-18.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +0.1% | -0.2% | -0.1% |
| 7D | -1.1% | -0.3% | -0.8% | -1.0% |
| 30D | -1.1% | -3.9% | +2.8% | -1.0% |
| 3M | -1.9% | -2.8% | +0.9% | -1.8% |
| 6M | -1.7% | -5.4% | +3.7% | -1.5% |
| YTD | -1.3% | +3.8% | -5.1% | -1.5% |
| 1Y | -0.7% | +6.8% | -7.6% | -1.2% |
| 3Y | +12.5% | +45.6% | -33.1% | +10.1% |
| 5Y | -2.5% | +30.7% | -33.2% | -4.1% |
| All | +14.1% | +151.6% | -137.4% | +7.1% |
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