+147.8%
XEL vs A
+256.4%
-108.6%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.7% | -2.5% | -0.4% |
| 7D | -0.3% | -2.6% | +2.3% | +0.2% |
| 30D | -3.9% | -0.9% | -3.1% | -3.9% |
| 3M | -2.8% | +13.6% | -16.4% | -5.5% |
| 6M | -5.4% | +27.8% | -33.2% | -10.8% |
| YTD | +3.8% | +8.6% | -4.9% | +1.1% |
| 1Y | +6.8% | +16.9% | -10.0% | +2.1% |
| 3Y | +45.6% | +32.9% | +12.7% | +31.2% |
| 5Y | +30.7% | -14.1% | +44.8% | +30.9% |
| All | +147.8% | +256.4% | -108.6% | +74.5% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 A 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