+2,059.6%
XEL vs APA
+925.7%
+1,133.9%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | APA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +2.0% | -1.5% | +0.3% |
| 7D | +1.4% | +9.6% | -8.2% | +0.7% |
| 30D | +9.2% | -0.2% | +9.4% | +9.1% |
| 3M | +4.5% | +19.8% | -15.3% | +2.9% |
| 6M | +3.6% | +30.1% | -26.5% | +1.1% |
| YTD | +12.9% | +100.4% | -87.5% | +6.0% |
| 1Y | +4.1% | +105.2% | -101.1% | -2.5% |
| 3Y | +52.3% | +44.6% | +7.7% | +44.4% |
| 5Y | +51.6% | +88.8% | -37.2% | +37.6% |
| 10Y | +185.2% | +6.6% | +178.6% | +146.0% |
| All | +2,059.6% | +925.7% | +1,133.9% | +1,416.9% |
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