+195.5%
AMGN vs XEL
+151.6%
+44.0%
-24.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.1% | -1.5% | -1.4% |
| 7D | -13.7% | -0.3% | -13.4% | -13.7% |
| 30D | -8.8% | -3.9% | -4.9% | -7.5% |
| 3M | +7.2% | -2.8% | +10.0% | +8.2% |
| 6M | +1.3% | -5.4% | +6.7% | +3.2% |
| YTD | +17.6% | +3.8% | +13.9% | +15.5% |
| 1Y | +37.2% | +6.8% | +30.3% | +32.7% |
| 3Y | +57.7% | +45.6% | +12.2% | +33.4% |
| 5Y | +106.3% | +30.7% | +75.6% | +80.1% |
| All | +195.5% | +151.6% | +44.0% | +136.7% |
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