+147.5%
XEL vs AA
+123.1%
+24.5%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -4.8% | +3.8% | -0.8% |
| 7D | -1.2% | -5.4% | +4.2% | -1.0% |
| 30D | -2.9% | -10.7% | +7.8% | -2.4% |
| 3M | -2.7% | -26.2% | +23.5% | -1.5% |
| 6M | -6.5% | -20.9% | +14.4% | -5.9% |
| YTD | +3.6% | -8.6% | +12.3% | +3.5% |
| 1Y | +7.5% | +57.4% | -49.9% | +4.3% |
| 3Y | +46.3% | +77.8% | -31.5% | +39.4% |
| 5Y | +30.5% | +2.7% | +27.9% | +25.9% |
| All | +147.5% | +123.1% | +24.5% | +93.2% |
Cumulative growth
Daily Returns
Daily percentage return beside AA.
Daily Out/Under-Performance
Portfolio return minus AA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AA 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 AA 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