+2,023.0%
XEL vs ALK
+828.7%
+1,194.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -0.4% | +0.3% | 0.0% |
| 7D | +1.7% | +12.9% | -11.2% | +0.5% |
| 30D | +8.6% | +5.5% | +3.1% | +7.9% |
| 3M | +5.1% | -12.1% | +17.2% | +6.1% |
| 6M | +2.5% | +1.7% | +0.8% | +1.7% |
| YTD | +11.0% | -17.4% | +28.4% | +11.7% |
| 1Y | +2.7% | -1.9% | +4.7% | +1.5% |
| 3Y | +49.7% | +21.2% | +28.5% | +41.7% |
| 5Y | +46.1% | -27.8% | +73.9% | +44.1% |
| 10Y | +181.5% | -41.0% | +222.6% | +169.3% |
| All | +2,023.0% | +828.7% | +1,194.3% | +1,223.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling