+3,435.9%
ALNY vs XEL
+915.7%
+2,520.2%
-83.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -1.0% | -3.0% | -3.6% |
| 7D | -6.4% | -1.2% | -5.2% | -5.9% |
| 30D | +11.9% | -2.9% | +14.8% | +13.3% |
| 3M | -15.0% | -2.7% | -12.3% | -14.0% |
| 6M | -23.2% | -6.5% | -16.7% | -21.3% |
| YTD | -37.8% | +3.6% | -41.4% | -39.3% |
| 1Y | -47.3% | +7.5% | -54.8% | -49.6% |
| 3Y | +22.9% | +46.3% | -23.5% | -0.4% |
| 5Y | +30.6% | +30.5% | 0.0% | +9.5% |
| 10Y | +254.6% | +151.4% | +103.2% | +80.8% |
| All | +3,435.9% | +915.7% | +2,520.2% | +530.6% |
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