+46.4%
XEL vs AS
+123.4%
-77.0%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.8% | +1.0% | +0.1% |
| 7D | +2.4% | -4.9% | +7.3% | +2.5% |
| 30D | +8.3% | +3.9% | +4.4% | +8.3% |
| 3M | +4.2% | -9.6% | +13.8% | +4.2% |
| 6M | +3.7% | -8.7% | +12.4% | +3.7% |
| YTD | +13.1% | -19.8% | +32.9% | +12.9% |
| 1Y | +5.0% | -1.5% | +6.5% | +4.9% |
| All | +46.4% | +123.4% | -77.0% | +50.3% |
Cumulative growth
Daily Returns
Daily percentage return beside AS.
Daily Out/Under-Performance
Portfolio return minus AS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AS 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 5y: compounded portfolio wealth divided by compounded AS 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…
5y analysis · Full analysis span regression · 6 months rolling