+49.7%
XEL vs ALL
+114.3%
-64.6%
-24.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | +2.9% | -3.0% | -0.9% |
| 7D | +1.7% | -0.1% | +1.9% | +1.7% |
| 30D | +8.6% | +13.8% | -5.2% | +4.8% |
| 3M | +5.1% | -2.8% | +7.8% | +5.7% |
| 6M | +2.5% | +23.7% | -21.2% | -4.4% |
| YTD | +11.0% | +27.3% | -16.3% | +2.2% |
| 1Y | +2.7% | +30.5% | -27.8% | -6.3% |
| 3Y | +49.7% | +113.0% | -63.3% | +8.9% |
| All | +49.7% | +114.3% | -64.6% | +8.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling