+464.9%
AXP vs XEL
+147.3%
+317.6%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.5% | -1.6% | -0.7% |
| 7D | +0.6% | +1.3% | -0.7% | 0.0% |
| 30D | -4.3% | -1.5% | -2.8% | -3.8% |
| 3M | +4.7% | -0.2% | +4.9% | +4.5% |
| 6M | +9.0% | -5.4% | +14.4% | +10.9% |
| YTD | -11.1% | +5.6% | -16.8% | -14.2% |
| 1Y | +1.3% | +10.5% | -9.2% | -4.5% |
| 3Y | +114.5% | +49.2% | +65.3% | +71.8% |
| 5Y | +118.0% | +30.1% | +87.9% | +84.1% |
| 10Y | +464.9% | +146.7% | +318.2% | +336.4% |
| All | +464.9% | +147.3% | +317.6% | +336.4% |
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