+45.7%
EXC vs XEL
+29.4%
+16.3%
-29.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.9% | +0.3% | 0.0% |
| 7D | +0.3% | +0.9% | -0.6% | -0.3% |
| 30D | -0.9% | -0.9% | 0.0% | -0.3% |
| 3M | -2.7% | -1.4% | -1.3% | -1.7% |
| 6M | -9.4% | -5.8% | -3.6% | -6.1% |
| YTD | +3.0% | +4.7% | -1.7% | -0.5% |
| 1Y | +5.1% | +9.1% | -3.9% | -1.4% |
| 3Y | +20.6% | +47.8% | -27.2% | -9.4% |
| 5Y | +45.7% | +29.0% | +16.7% | +22.4% |
| All | +45.7% | +29.4% | +16.3% | +22.4% |
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