+111.1%
AXP vs XEL
+48.4%
+62.7%
-28.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.8% | -0.3% | -1.0% |
| 7D | -2.1% | -1.0% | -1.2% | -2.0% |
| 30D | -6.5% | -1.9% | -4.6% | -6.3% |
| 3M | +4.6% | -1.9% | +6.5% | +4.8% |
| 6M | +5.4% | -7.4% | +12.9% | +6.4% |
| YTD | -11.1% | +4.1% | -15.2% | -12.2% |
| 1Y | -0.3% | +8.0% | -8.4% | -2.5% |
| All | +111.1% | +48.4% | +62.7% | +96.9% |
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