+181.5%
XEL vs ALK
-39.7%
+221.3%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.7% | +12.9% | -11.2% | +0.4% |
| 30D | +8.6% | +5.5% | +3.1% | +7.8% |
| 3M | +5.1% | -12.1% | +17.2% | +6.2% |
| 6M | +2.5% | +1.7% | +0.8% | +1.6% |
| YTD | +11.0% | -17.4% | +28.4% | +11.7% |
| 1Y | +2.7% | -1.9% | +4.7% | +1.3% |
| 3Y | +49.7% | +21.2% | +28.5% | +39.8% |
| 5Y | +46.1% | -27.8% | +73.9% | +43.5% |
| 10Y | +181.5% | -41.0% | +222.6% | +151.1% |
| All | +181.5% | -39.7% | +221.3% | +151.1% |
Cumulative growth
Daily Returns
Daily percentage return beside ALK.
Daily Out/Under-Performance
Portfolio return minus ALK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALK 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 10y: compounded portfolio wealth divided by compounded ALK 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…
10y analysis · Full analysis span regression · 6 months rolling