+147.5%
XEL vs ALM
+2,776.7%
-2,629.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | ALM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -9.6% | +8.6% | -0.9% |
| 7D | -1.2% | -7.1% | +5.9% | -1.2% |
| 30D | -2.9% | +24.7% | -27.6% | -3.1% |
| 3M | -2.7% | +8.3% | -11.0% | -2.9% |
| 6M | -6.5% | -22.2% | +15.6% | -6.5% |
| YTD | +3.6% | +88.1% | -84.5% | +2.8% |
| 1Y | +7.5% | +272.4% | -264.9% | +6.0% |
| 3Y | +46.3% | +2,004.1% | -1,957.8% | +41.6% |
| 5Y | +30.5% | +915.8% | -885.2% | +26.7% |
| All | +147.5% | +2,776.7% | -2,629.2% | +143.7% |
Cumulative growth
Daily Returns
Daily percentage return beside ALM.
Daily Out/Under-Performance
Portfolio return minus ALM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALM 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 2016-09-10 to 2026-09-10: compounded portfolio wealth divided by compounded ALM 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling