+30.1%
XEL vs ALK
-28.9%
+59.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -3.1% | +4.6% | +1.7% |
| 7D | +1.3% | +0.1% | +1.2% | +1.3% |
| 30D | -1.5% | -18.5% | +16.9% | -0.3% |
| 3M | -0.2% | -3.6% | +3.3% | -0.2% |
| 6M | -5.4% | -3.7% | -1.8% | -5.7% |
| YTD | +5.6% | -19.0% | +24.7% | +6.4% |
| 1Y | +10.5% | -36.0% | +46.5% | +13.3% |
| 3Y | +49.2% | +2.3% | +46.9% | +43.2% |
| 5Y | +30.1% | -27.8% | +57.9% | +26.9% |
| All | +30.1% | -28.9% | +59.0% | +26.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling