+15.8%
BABA vs XEL
+166.2%
-150.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +0.6% | -4.3% | -3.8% |
| 7D | +3.8% | +1.1% | +2.8% | +3.7% |
| 30D | -5.4% | +8.7% | -14.0% | -6.0% |
| 3M | -17.9% | +3.5% | -21.5% | -18.1% |
| 6M | -24.1% | +2.6% | -26.6% | -24.3% |
| YTD | -27.4% | +11.1% | -38.5% | -28.1% |
| 1Y | -36.1% | +2.2% | -38.2% | -36.3% |
| 3Y | +35.4% | +51.1% | -15.7% | +30.7% |
| 5Y | -30.1% | +48.0% | -78.1% | -32.7% |
| 10Y | +15.8% | +175.3% | -159.5% | +10.1% |
| All | +15.8% | +166.2% | -150.4% | +10.1% |
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