+20.6%
BAC vs XEL
+48.1%
-27.5%
-46.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.4% |
| 7D | -1.9% | +0.7% | -2.6% | -2.1% |
| 30D | -7.2% | +9.3% | -16.5% | -9.4% |
| 3M | -20.4% | +5.3% | -25.7% | -21.6% |
| 6M | +1.3% | +2.2% | -0.9% | +0.5% |
| YTD | -6.4% | +12.3% | -18.7% | -10.0% |
| 1Y | -3.5% | +3.0% | -6.5% | -4.8% |
| 3Y | +96.7% | +51.6% | +45.1% | +70.6% |
| 5Y | +20.6% | +50.0% | -29.4% | +4.1% |
| All | +20.6% | +48.1% | -27.5% | +4.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling