+188.0%
XEL vs ALL
+377.9%
-189.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.4% | -0.2% | 0.0% |
| 7D | +2.4% | +5.0% | -2.6% | +0.7% |
| 30D | +8.3% | +13.3% | -5.0% | +3.8% |
| 3M | +4.2% | +3.2% | +1.0% | +2.8% |
| 6M | +3.7% | +25.3% | -21.6% | -4.7% |
| YTD | +13.1% | +30.5% | -17.4% | +1.9% |
| 1Y | +5.0% | +29.2% | -24.2% | -5.0% |
| 3Y | +55.0% | +119.1% | -64.2% | +14.4% |
| 5Y | +51.8% | +162.6% | -110.8% | +1.9% |
| All | +188.0% | +377.9% | -189.9% | +58.2% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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