+49.2%
XEL vs ALC
-15.5%
+64.7%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -2.0% | +3.5% | +1.8% |
| 7D | +1.3% | -3.7% | +5.0% | +1.9% |
| 30D | -1.5% | -3.7% | +2.2% | -1.0% |
| 3M | -0.2% | +4.6% | -4.8% | -1.1% |
| 6M | -5.4% | -14.6% | +9.2% | -3.4% |
| YTD | +5.6% | -11.9% | +17.5% | +7.2% |
| 1Y | +10.5% | -13.1% | +23.6% | +12.3% |
| 3Y | +49.2% | -15.0% | +64.2% | +55.0% |
| All | +49.2% | -15.5% | +64.7% | +55.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ALC.
Daily Out/Under-Performance
Portfolio return minus ALC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALC 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 ALC 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