+1,093.8%
BAC vs XEL
+2,096.4%
-1,002.6%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +1.2% | -1.2% | -0.5% |
| 7D | -1.9% | +0.7% | -2.6% | -2.1% |
| 30D | -7.2% | +9.3% | -16.5% | -10.1% |
| 3M | -20.4% | +5.3% | -25.7% | -22.0% |
| 6M | +1.3% | +2.2% | -0.9% | +0.2% |
| YTD | -6.4% | +12.3% | -18.7% | -10.9% |
| 1Y | -3.5% | +3.0% | -6.5% | -5.3% |
| 3Y | +96.7% | +51.6% | +45.1% | +65.6% |
| 5Y | +20.6% | +50.0% | -29.4% | +0.8% |
| 10Y | +233.0% | +183.8% | +49.2% | +118.4% |
| All | +1,093.8% | +2,096.4% | -1,002.6% | +216.1% |
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 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