+1,355.5%
XEL vs ALL
+3,667.9%
-2,312.3%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.3% | +0.5% | -0.5% |
| 7D | -1.0% | 0.0% | -1.0% | -1.0% |
| 30D | -1.9% | -1.5% | -0.4% | -1.7% |
| 3M | -1.9% | +23.6% | -25.5% | -6.9% |
| 6M | -7.4% | +22.3% | -29.8% | -12.0% |
| YTD | +4.1% | +26.5% | -22.5% | -2.0% |
| 1Y | +8.0% | +27.0% | -19.0% | +1.5% |
| 3Y | +48.4% | +149.6% | -101.2% | +18.6% |
| 5Y | +27.2% | +118.1% | -90.8% | +3.4% |
| 10Y | +146.8% | +369.0% | -222.2% | +67.8% |
| All | +1,355.5% | +3,667.9% | -2,312.3% | +574.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling