+2,011.1%
XEL vs ES
+1,235.9%
+775.2%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ES | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.9% | +2.0% | +0.6% |
| 7D | -0.2% | +1.9% | -2.1% | -1.2% |
| 30D | +10.0% | +7.1% | +3.0% | +6.2% |
| 3M | +4.3% | -1.9% | +6.3% | +5.4% |
| 6M | +0.5% | +4.4% | -3.9% | -1.8% |
| YTD | +10.4% | +7.3% | +3.0% | +6.2% |
| 1Y | +2.0% | +2.1% | -0.1% | 0.0% |
| 3Y | +45.6% | +41.8% | +3.7% | +18.4% |
| 5Y | +46.6% | +1.4% | +45.2% | +41.9% |
| 10Y | +168.3% | +86.8% | +81.6% | +97.9% |
| All | +2,011.1% | +1,235.9% | +775.2% | +665.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ES.
Daily Out/Under-Performance
Portfolio return minus ES return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ES 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 ES 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