-40.4%
BABA vs XEL
+4.2%
-44.7%
-46.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +0.1% | -0.1% | 0.0% |
| 7D | -13.8% | +2.4% | -16.2% | -13.7% |
| 30D | -15.1% | +8.3% | -23.4% | -14.8% |
| 3M | -22.7% | +4.2% | -26.9% | -22.6% |
| 6M | -34.7% | +3.7% | -38.4% | -34.8% |
| YTD | -35.0% | +13.1% | -48.1% | -33.9% |
| 1Y | -40.4% | +5.0% | -45.4% | -41.2% |
| All | -40.4% | +4.2% | -44.7% | -41.2% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling