+29.0%
XEL vs AA
+15.6%
+13.4%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.0% | +1.1% | -0.8% |
| 7D | +0.9% | -0.6% | +1.5% | +0.9% |
| 30D | -0.9% | -1.6% | +0.7% | -0.9% |
| 3M | -1.4% | -29.8% | +28.4% | +0.1% |
| 6M | -5.8% | -16.6% | +10.8% | -5.4% |
| YTD | +4.7% | -4.0% | +8.7% | +4.2% |
| 1Y | +9.1% | +63.5% | -54.5% | +5.2% |
| 3Y | +47.8% | +86.8% | -38.9% | +39.1% |
| 5Y | +29.0% | +12.4% | +16.6% | +26.9% |
| All | +29.0% | +15.6% | +13.4% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling