+214.5%
BAC vs XEL
+187.3%
+27.2%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.5% | -0.8% | -0.5% |
| 7D | +1.5% | +1.4% | +0.1% | +1.0% |
| 30D | -6.4% | +9.2% | -15.6% | -9.4% |
| 3M | -21.7% | +4.5% | -26.2% | -23.0% |
| 6M | +0.5% | +3.6% | -3.1% | -1.1% |
| YTD | -6.7% | +12.9% | -19.6% | -11.5% |
| 1Y | -4.7% | +4.1% | -8.8% | -6.8% |
| 3Y | +96.1% | +52.3% | +43.8% | +62.7% |
| 5Y | +21.7% | +51.6% | -29.9% | -0.6% |
| All | +214.5% | +187.3% | +27.2% | +217.4% |
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