+606.2%
XEL vs EMB
+126.0%
+480.2%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.2% | +0.4% | +0.2% |
| 7D | +2.4% | -0.9% | +3.3% | +2.9% |
| 30D | +8.3% | +0.4% | +7.9% | +8.1% |
| 3M | +4.2% | -3.1% | +7.3% | +5.8% |
| 6M | +3.7% | -2.1% | +5.8% | +4.8% |
| YTD | +13.1% | -1.1% | +14.1% | +13.7% |
| 1Y | +5.0% | -0.1% | +5.1% | +5.0% |
| 3Y | +55.0% | +29.6% | +25.4% | +37.0% |
| 5Y | +51.8% | +7.2% | +44.6% | +45.4% |
| 10Y | +185.6% | +35.5% | +150.1% | +151.0% |
| All | +606.2% | +126.0% | +480.2% | +430.5% |
Cumulative growth
Daily Returns
Daily percentage return beside EMB.
Daily Out/Under-Performance
Portfolio return minus EMB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EMB 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 EMB 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