+29.0%
XEL vs A
-16.2%
+45.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -1.4% | +0.5% | -0.7% |
| 7D | +0.9% | -4.4% | +5.3% | +1.4% |
| 30D | -0.9% | -2.7% | +1.8% | -0.6% |
| 3M | -1.4% | +7.0% | -8.5% | -2.4% |
| 6M | -5.8% | +24.6% | -30.4% | -8.9% |
| YTD | +4.7% | +7.0% | -2.3% | +3.4% |
| 1Y | +9.1% | +15.6% | -6.5% | +6.3% |
| 3Y | +47.8% | +29.9% | +17.9% | +37.9% |
| 5Y | +29.0% | -15.4% | +44.4% | +24.4% |
| All | +29.0% | -16.2% | +45.3% | +24.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling