+147.8%
XEL vs BAX
-38.1%
+186.0%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | BAX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.6% | +1.7% | +0.4% |
| 7D | -0.3% | -7.9% | +7.6% | +1.3% |
| 30D | -3.9% | -11.7% | +7.7% | -1.6% |
| 3M | -2.8% | +16.2% | -19.0% | -6.3% |
| 6M | -5.4% | +32.0% | -37.4% | -11.5% |
| YTD | +3.8% | +24.7% | -21.0% | -2.8% |
| 1Y | +6.8% | -2.6% | +9.5% | +5.4% |
| 3Y | +45.6% | -35.0% | +80.6% | +54.5% |
| 5Y | +30.7% | -67.6% | +98.2% | +72.3% |
| All | +147.8% | -38.1% | +186.0% | +181.3% |
Cumulative growth
Daily Returns
Daily percentage return beside BAX.
Daily Out/Under-Performance
Portfolio return minus BAX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BAX 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 10y: compounded portfolio wealth divided by compounded BAX 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…
10y analysis · Full analysis span regression · 6 months rolling