+49.2%
XEL vs ALB
-27.5%
+76.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +2.6% | -1.1% | +1.4% |
| 7D | +1.3% | -4.4% | +5.7% | +1.5% |
| 30D | -1.5% | -1.2% | -0.3% | -1.5% |
| 3M | -0.2% | -13.3% | +13.1% | +0.4% |
| 6M | -5.4% | -19.8% | +14.3% | -4.6% |
| YTD | +5.6% | -7.9% | +13.6% | +5.7% |
| 1Y | +10.5% | +60.2% | -49.7% | +7.0% |
| 3Y | +49.2% | -26.4% | +75.6% | +50.7% |
| All | +49.2% | -27.5% | +76.7% | +50.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALB.
Daily Out/Under-Performance
Portfolio return minus ALB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALB 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 3y: compounded portfolio wealth divided by compounded ALB 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…
3y analysis · Full analysis span regression · 6 months rolling