+113.2%
AXP vs XEL
+52.8%
+60.3%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.5% | -2.1% | -1.6% |
| 7D | -2.1% | +1.4% | -3.5% | -2.3% |
| 30D | +2.7% | +9.2% | -6.5% | +1.6% |
| 3M | -7.3% | +4.5% | -11.8% | -7.8% |
| 6M | +1.8% | +3.6% | -1.8% | +1.3% |
| YTD | -13.1% | +12.9% | -26.0% | -14.9% |
| 1Y | -13.7% | +4.1% | -17.8% | -14.4% |
| All | +113.2% | +52.8% | +60.3% | +99.8% |
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