+51.6%
XEL vs EL
-65.5%
+117.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | EL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -1.6% | +2.1% | +0.6% |
| 7D | +1.4% | +2.7% | -1.3% | +1.2% |
| 30D | +9.2% | +10.8% | -1.6% | +8.5% |
| 3M | +4.5% | +26.5% | -21.9% | +2.9% |
| 6M | +3.6% | +31.1% | -27.5% | +1.6% |
| YTD | +12.9% | +6.6% | +6.3% | +11.8% |
| 1Y | +4.1% | +21.8% | -17.7% | +2.1% |
| 3Y | +52.3% | +1.8% | +50.6% | +49.5% |
| 5Y | +51.6% | -65.6% | +117.2% | +69.6% |
| All | +51.6% | -65.5% | +117.1% | +69.6% |
Cumulative growth
Daily Returns
Daily percentage return beside EL.
Daily Out/Under-Performance
Portfolio return minus EL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EL 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 EL 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