+3.6%
XEL vs AA
-36.6%
+40.2%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.4% | +1.9% | +0.5% |
| 7D | +1.4% | +5.3% | -3.9% | +1.2% |
| 30D | +9.2% | -2.3% | +11.4% | +9.2% |
| 3M | +4.5% | -20.8% | +25.3% | +5.2% |
| 6M | +3.6% | -39.8% | +43.4% | +4.2% |
| All | +3.6% | -36.6% | +40.2% | +4.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling