+49.0%
XEL vs ALB
-64.0%
+113.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.4% | +1.5% | +0.2% |
| 7D | +2.4% | -5.8% | +8.2% | +2.8% |
| 30D | +8.3% | -4.5% | +12.8% | +8.5% |
| 3M | +4.2% | -28.1% | +32.2% | +5.9% |
| 6M | +3.7% | -53.2% | +56.9% | +7.9% |
| YTD | +13.1% | -33.3% | +46.4% | +14.9% |
| 1Y | +5.0% | -17.4% | +22.4% | +5.4% |
| 3Y | +55.0% | -14.1% | +69.1% | +51.9% |
| All | +49.0% | -64.0% | +113.0% | +58.2% |
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