+1,890.4%
XEL vs AA
+295.2%
+1,595.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.1% | +1.3% | -0.6% |
| 7D | -1.0% | -0.7% | -0.3% | -0.9% |
| 30D | -1.9% | +5.0% | -6.9% | -2.5% |
| 3M | -1.9% | -35.8% | +33.9% | +2.0% |
| 6M | -7.4% | -18.4% | +10.9% | -6.4% |
| YTD | +4.1% | -5.5% | +9.5% | +3.4% |
| 1Y | +8.0% | +61.0% | -52.9% | +1.3% |
| 3Y | +48.4% | +66.2% | -17.8% | +34.9% |
| 5Y | +27.2% | +11.4% | +15.9% | +16.1% |
| 10Y | +146.8% | +116.9% | +29.9% | +85.9% |
| All | +1,890.4% | +295.2% | +1,595.2% | +1,104.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling