+57.7%
AMGN vs XEL
+46.5%
+11.3%
-22.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| 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% | -7.8% |
| 3M | +7.2% | -2.8% | +10.0% | +8.0% |
| 6M | +1.3% | -5.4% | +6.7% | +2.8% |
| YTD | +17.6% | +3.8% | +13.9% | +16.2% |
| 1Y | +37.2% | +6.8% | +30.3% | +34.1% |
| 3Y | +57.7% | +45.6% | +12.2% | +43.2% |
| All | +57.7% | +46.5% | +11.3% | +43.2% |
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