+11.7%
BABA vs XEL
+187.7%
-176.0%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -13.8% | +2.4% | -16.2% | -13.9% |
| 30D | -15.1% | +8.3% | -23.4% | -15.6% |
| 3M | -22.7% | +4.2% | -26.9% | -23.0% |
| 6M | -34.7% | +3.7% | -38.4% | -34.9% |
| YTD | -35.0% | +13.1% | -48.1% | -35.7% |
| 1Y | -40.4% | +5.0% | -45.4% | -40.7% |
| 3Y | +21.9% | +55.0% | -33.0% | +17.6% |
| 5Y | -39.9% | +51.8% | -91.7% | -42.2% |
| All | +11.7% | +187.7% | -176.0% | +8.8% |
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 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