+34.8%
XEL vs AS
+120.4%
-85.6%
-20.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +3.6% | -4.4% | -0.8% |
| 7D | -1.0% | -4.9% | +3.9% | -0.9% |
| 30D | -1.9% | -19.6% | +17.7% | -1.9% |
| 3M | -1.9% | -14.4% | +12.5% | -1.9% |
| 6M | -7.4% | -20.1% | +12.7% | -7.5% |
| YTD | +4.1% | -20.9% | +25.0% | +4.0% |
| 1Y | +8.0% | -21.9% | +29.9% | +8.0% |
| All | +34.8% | +120.4% | -85.6% | +38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling