+2.1%
XEL vs EXE
-20.2%
+22.3%
-15.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -2.3% | +2.1% | 0.0% |
| 7D | +1.7% | -5.6% | +7.3% | +2.0% |
| 30D | +10.5% | -3.3% | +13.8% | +10.7% |
| 3M | +4.9% | -5.5% | +10.4% | +5.2% |
| 6M | +0.2% | -13.4% | +13.6% | +1.1% |
| YTD | +11.3% | -21.3% | +32.6% | +12.7% |
| 1Y | +2.1% | -20.7% | +22.8% | +3.3% |
| All | +2.1% | -20.2% | +22.3% | +3.3% |
Cumulative growth
Daily Returns
Daily percentage return beside EXE.
Daily Out/Under-Performance
Portfolio return minus EXE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXE 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 1y: compounded portfolio wealth divided by compounded EXE 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…
1y analysis · Full analysis span regression · 6 months rolling