+216.5%
AZN vs XEL
+151.6%
+64.9%
-27.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.3% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | +1.1% | -3.9% | +5.0% | +2.4% |
| 3M | -12.1% | -2.8% | -9.3% | -11.3% |
| 6M | -17.1% | -5.4% | -11.8% | -15.7% |
| YTD | -12.0% | +3.8% | -15.7% | -13.3% |
| 1Y | -0.2% | +6.8% | -7.1% | -2.9% |
| 3Y | +26.8% | +45.6% | -18.8% | +9.9% |
| 5Y | +56.9% | +30.7% | +26.2% | +40.2% |
| All | +216.5% | +151.6% | +64.9% | +144.5% |
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