+1,421.4%
XEL vs ALB
+2,835.3%
-1,413.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.4% | +3.6% | -0.2% |
| 7D | -1.0% | -8.1% | +7.1% | +0.1% |
| 30D | -1.9% | +6.3% | -8.2% | -2.9% |
| 3M | -1.9% | -23.6% | +21.7% | +1.2% |
| 6M | -7.4% | -24.6% | +17.2% | -4.8% |
| YTD | +4.1% | -10.3% | +14.3% | +3.9% |
| 1Y | +8.0% | +61.5% | -53.4% | -1.7% |
| 3Y | +48.4% | -34.0% | +82.4% | +47.0% |
| 5Y | +27.2% | -44.6% | +71.8% | +24.7% |
| 10Y | +146.8% | +76.1% | +70.7% | +83.7% |
| All | +1,421.4% | +2,835.3% | -1,413.9% | +615.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling