+22.1%
ALNY vs XEL
+46.5%
-24.4%
-58.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.1% | +0.4% | +0.4% |
| 7D | -6.5% | -0.3% | -6.3% | -6.5% |
| 30D | +11.0% | -3.9% | +15.0% | +12.0% |
| 3M | -14.1% | -2.8% | -11.3% | -13.5% |
| 6M | -22.4% | -5.4% | -17.0% | -21.6% |
| YTD | -37.5% | +3.8% | -41.2% | -38.3% |
| 1Y | -46.9% | +6.8% | -53.8% | -48.2% |
| 3Y | +22.1% | +45.6% | -23.5% | +16.6% |
| All | +22.1% | +46.5% | -24.4% | +16.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling