+325.5%
XEL vs ESI
+200.4%
+125.1%
-34.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ESI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.1% | +2.6% | +0.6% |
| 7D | +1.4% | +8.3% | -6.9% | +0.9% |
| 30D | +9.2% | -10.4% | +19.6% | +9.9% |
| 3M | +4.5% | -13.2% | +17.7% | +5.3% |
| 6M | +3.6% | -23.9% | +27.5% | +5.0% |
| YTD | +12.9% | +34.2% | -21.3% | +9.6% |
| 1Y | +4.1% | +22.2% | -18.1% | +1.7% |
| 3Y | +52.3% | +79.2% | -26.9% | +43.4% |
| 5Y | +51.6% | +38.1% | +13.5% | +44.1% |
| 10Y | +185.2% | +323.6% | -138.3% | +149.2% |
| All | +325.5% | +200.4% | +125.1% | +291.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ESI.
Daily Out/Under-Performance
Portfolio return minus ESI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ESI 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 ESI 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