+1,665.8%
AMAT vs XEL
+147.3%
+1,518.5%
-55.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | +1.5% | +2.4% | +3.5% |
| 7D | +7.0% | +1.3% | +5.7% | +6.6% |
| 30D | -12.2% | -1.5% | -10.7% | -11.8% |
| 3M | -3.8% | -0.2% | -3.6% | -4.0% |
| 6M | +45.9% | -5.4% | +51.4% | +47.8% |
| YTD | +84.6% | +5.6% | +79.0% | +80.1% |
| 1Y | +193.4% | +10.5% | +182.9% | +181.0% |
| 3Y | +228.1% | +49.2% | +178.9% | +171.9% |
| 5Y | +268.9% | +30.1% | +238.8% | +221.7% |
| 10Y | +1,665.8% | +146.7% | +1,519.1% | +1,215.0% |
| All | +1,665.8% | +147.3% | +1,518.5% | +1,215.0% |
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