+1,176.2%
XEL vs EW
+8,225.2%
-7,049.1%
-80.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | EW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | 0.0% | +0.5% | +0.5% |
| 7D | +1.4% | +4.9% | -3.5% | +0.7% |
| 30D | +9.2% | +24.1% | -14.9% | +5.7% |
| 3M | +4.5% | +13.7% | -9.2% | +2.5% |
| 6M | +3.6% | +32.7% | -29.1% | -0.9% |
| YTD | +12.9% | +24.1% | -11.2% | +8.9% |
| 1Y | +4.1% | +23.6% | -19.5% | +0.4% |
| 3Y | +52.3% | +64.8% | -12.5% | +37.6% |
| 5Y | +51.6% | -8.8% | +60.4% | +47.9% |
| 10Y | +185.2% | +248.8% | -63.5% | +124.8% |
| All | +1,176.2% | +8,225.2% | -7,049.1% | +539.1% |
Cumulative growth
Daily Returns
Daily percentage return beside EW.
Daily Out/Under-Performance
Portfolio return minus EW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EW 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 EW 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