+11.0%
MO vs XEL
+7.7%
+3.3%
-16.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.1% | +0.2% | +0.2% |
| 7D | +0.1% | -0.3% | +0.4% | +0.2% |
| 30D | +7.1% | -3.9% | +11.1% | +8.8% |
| 3M | -2.0% | -2.8% | +0.9% | -0.8% |
| 6M | +7.3% | -5.4% | +12.7% | +9.3% |
| YTD | +23.5% | +3.8% | +19.7% | +24.5% |
| 1Y | +11.0% | +6.8% | +4.2% | +10.5% |
| All | +11.0% | +7.7% | +3.3% | +10.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling