+1,093.2%
XEL vs A
+539.8%
+553.4%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.7% | +0.7% |
| 7D | +1.4% | +0.7% | +0.7% | +1.3% |
| 30D | +9.2% | +0.8% | +8.4% | +9.0% |
| 3M | +4.5% | +16.9% | -12.4% | +2.6% |
| 6M | +3.6% | +53.8% | -50.2% | -1.7% |
| YTD | +12.9% | +28.1% | -15.2% | +9.2% |
| 1Y | +4.1% | +15.0% | -10.9% | +1.9% |
| 3Y | +52.3% | +63.1% | -10.8% | +41.9% |
| 5Y | +51.6% | +11.5% | +40.2% | +46.3% |
| 10Y | +185.2% | +303.2% | -118.0% | +139.4% |
| All | +1,093.2% | +539.8% | +553.4% | +722.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling