+3.7%
XEL vs AG
-43.2%
+47.0%
-14.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | AG | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.4% | +2.6% | +0.2% |
| 7D | +2.4% | -10.0% | +12.4% | +2.6% |
| 30D | +8.3% | -10.5% | +18.8% | +8.3% |
| 3M | +4.2% | -27.3% | +31.4% | +4.6% |
| 6M | +3.7% | -43.0% | +46.7% | +3.3% |
| All | +3.7% | -43.2% | +47.0% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AG.
Daily Out/Under-Performance
Portfolio return minus AG return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AG 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 AG 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