+128.5%
EEM vs XEL
+151.6%
-23.1%
-39.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.1% | +1.2% |
| 7D | -1.3% | -0.3% | -1.0% | -1.2% |
| 30D | +2.1% | -3.9% | +6.0% | +2.9% |
| 3M | +1.0% | -2.8% | +3.8% | +1.5% |
| 6M | +15.9% | -5.4% | +21.3% | +16.9% |
| YTD | +24.6% | +3.8% | +20.9% | +23.0% |
| 1Y | +32.3% | +6.8% | +25.4% | +29.4% |
| 3Y | +85.9% | +45.6% | +40.3% | +66.7% |
| 5Y | +45.4% | +30.7% | +14.7% | +32.5% |
| All | +128.5% | +151.6% | -23.1% | +76.6% |
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