+1,890.4%
XEL vs APA
+815.8%
+1,074.6%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -3.2% | +2.4% | -0.6% |
| 7D | -1.0% | +0.5% | -1.5% | -1.0% |
| 30D | -1.9% | +23.4% | -25.3% | -3.6% |
| 3M | -1.9% | +12.7% | -14.6% | -3.0% |
| 6M | -7.4% | +39.4% | -46.9% | -10.3% |
| YTD | +4.1% | +79.0% | -74.9% | -1.3% |
| 1Y | +8.0% | +88.8% | -80.8% | +1.8% |
| 3Y | +48.4% | +6.4% | +42.0% | +44.3% |
| 5Y | +27.2% | +153.0% | -125.7% | +12.4% |
| 10Y | +146.8% | +7.5% | +139.3% | +111.5% |
| All | +1,890.4% | +815.8% | +1,074.6% | +1,312.6% |
Cumulative growth
Daily Returns
Daily percentage return beside APA.
Daily Out/Under-Performance
Portfolio return minus APA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × APA 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 APA 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