+8.0%
XEL vs EXPE
+40.7%
-32.6%
-11.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | EXPE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -1.7% | +0.9% | -0.9% |
| 7D | -1.0% | -9.5% | +8.6% | -1.4% |
| 30D | -1.9% | -6.6% | +4.7% | -2.2% |
| 3M | -1.9% | +31.4% | -33.3% | 0.0% |
| 6M | -7.4% | +35.2% | -42.6% | -5.2% |
| YTD | +4.1% | +5.8% | -1.7% | +5.3% |
| 1Y | +8.0% | +38.7% | -30.6% | +10.2% |
| All | +8.0% | +40.7% | -32.6% | +10.2% |
Cumulative growth
Daily Returns
Daily percentage return beside EXPE.
Daily Out/Under-Performance
Portfolio return minus EXPE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × EXPE 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 EXPE 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