+1,094.8%
XEL vs A
+543.3%
+551.5%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.5% | -0.4% | +0.1% |
| 7D | +2.4% | -0.5% | +2.9% | +2.5% |
| 30D | +8.3% | 0.0% | +8.3% | +8.2% |
| 3M | +4.2% | +16.7% | -12.5% | +2.2% |
| 6M | +3.7% | +54.8% | -51.1% | -1.6% |
| YTD | +13.1% | +28.8% | -15.8% | +9.2% |
| 1Y | +5.0% | +19.3% | -14.3% | +2.3% |
| 3Y | +55.0% | +65.5% | -10.6% | +44.1% |
| 5Y | +51.8% | +12.1% | +39.7% | +46.4% |
| 10Y | +185.6% | +305.4% | -119.8% | +139.6% |
| All | +1,094.8% | +543.3% | +551.5% | +722.9% |
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