+16.7%
BABA vs XEL
+147.3%
-130.6%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.5% | -2.0% | -0.6% |
| 7D | -0.2% | +1.3% | -1.5% | -0.3% |
| 30D | -12.3% | -1.5% | -10.7% | -12.1% |
| 3M | -5.3% | -0.2% | -5.1% | -5.4% |
| 6M | -13.1% | -5.4% | -7.6% | -12.8% |
| YTD | -22.4% | +5.6% | -28.1% | -22.9% |
| 1Y | -19.5% | +10.5% | -29.9% | -20.4% |
| 3Y | +32.9% | +49.2% | -16.2% | +27.9% |
| 5Y | -29.9% | +30.1% | -60.0% | -32.0% |
| 10Y | +16.7% | +146.7% | -130.0% | +5.8% |
| All | +16.7% | +147.3% | -130.6% | +5.8% |
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