+550.0%
XEL vs EMB
+132.1%
+417.9%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EMB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | 0.0% | -0.8% | -0.8% |
| 7D | -1.0% | 0.0% | -0.9% | -1.0% |
| 30D | -1.9% | -0.3% | -1.6% | -1.8% |
| 3M | -1.9% | -0.4% | -1.5% | -1.7% |
| 6M | -7.4% | +0.1% | -7.6% | -7.5% |
| YTD | +4.1% | +1.6% | +2.5% | +3.2% |
| 1Y | +8.0% | +5.6% | +2.4% | +5.2% |
| 3Y | +48.4% | +29.8% | +18.6% | +31.0% |
| 5Y | +27.2% | +7.3% | +20.0% | +21.7% |
| 10Y | +146.8% | +30.4% | +116.4% | +118.6% |
| All | +550.0% | +132.1% | +417.9% | +381.8% |
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