+1,376.8%
BAC vs XEL
+1,934.3%
-557.5%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.8% | +0.7% | +0.2% |
| 7D | +1.1% | -1.0% | +2.0% | +1.4% |
| 30D | -0.4% | -1.9% | +1.5% | +0.3% |
| 3M | +16.9% | -1.9% | +18.8% | +17.5% |
| 6M | +26.6% | -7.4% | +34.1% | +29.7% |
| YTD | +15.8% | +4.1% | +11.7% | +13.4% |
| 1Y | +27.2% | +8.0% | +19.1% | +22.6% |
| 3Y | +132.4% | +48.4% | +84.0% | +97.2% |
| 5Y | +72.6% | +27.2% | +45.3% | +53.0% |
| 10Y | +389.7% | +146.8% | +242.9% | +236.6% |
| All | +1,376.8% | +1,934.3% | -557.5% | +302.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling