+392.7%
BAC vs XEL
+153.9%
+238.9%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.9% | +1.3% | +0.8% |
| 7D | +0.6% | +0.9% | -0.3% | +0.3% |
| 30D | -1.4% | -0.9% | -0.5% | -1.1% |
| 3M | +15.7% | -1.4% | +17.2% | +16.2% |
| 6M | +32.2% | -5.8% | +38.0% | +34.5% |
| YTD | +15.8% | +4.7% | +11.1% | +13.1% |
| 1Y | +27.3% | +9.1% | +18.2% | +22.1% |
| 3Y | +137.5% | +47.8% | +89.6% | +100.6% |
| 5Y | +73.1% | +29.0% | +44.0% | +52.1% |
| All | +392.7% | +153.9% | +238.9% | +406.9% |
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