+434.8%
AXP vs XEL
+164.6%
+270.2%
-49.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.9% | -0.4% | -0.9% |
| 7D | +0.6% | -0.2% | +0.8% | +0.7% |
| 30D | +5.8% | +10.0% | -4.2% | +1.6% |
| 3M | -6.0% | +4.3% | -10.4% | -7.9% |
| 6M | +0.3% | +0.5% | -0.2% | -0.4% |
| YTD | -12.3% | +10.4% | -22.6% | -16.9% |
| 1Y | -11.2% | +2.0% | -13.2% | -13.0% |
| 3Y | +117.0% | +45.6% | +71.5% | +76.3% |
| 5Y | +93.2% | +46.6% | +46.5% | +52.8% |
| All | +434.8% | +164.6% | +270.2% | +315.2% |
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 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