+29.0%
XEL vs ALB
-43.9%
+72.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.8% | +1.9% | -0.7% |
| 7D | +0.9% | -8.6% | +9.5% | +1.4% |
| 30D | -0.9% | -4.0% | +3.2% | -0.7% |
| 3M | -1.4% | -17.4% | +16.0% | -0.5% |
| 6M | -5.8% | -25.4% | +19.6% | -4.6% |
| YTD | +4.7% | -10.5% | +15.2% | +4.8% |
| 1Y | +9.1% | +75.8% | -66.8% | +4.6% |
| 3Y | +47.8% | -28.5% | +76.4% | +47.2% |
| 5Y | +29.0% | -45.1% | +74.1% | +29.0% |
| All | +29.0% | -43.9% | +72.9% | +29.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling