+40.7%
XLC vs XEL
+51.5%
-10.8%
-43.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.1% | +0.9% | +1.0% |
| 7D | +3.7% | +2.4% | +1.3% | +3.3% |
| 30D | -1.9% | +8.3% | -10.2% | -3.4% |
| 3M | -3.1% | +4.2% | -7.3% | -3.9% |
| 6M | -6.4% | +3.7% | -10.1% | -7.2% |
| YTD | -6.8% | +13.1% | -19.9% | -9.5% |
| 1Y | -1.7% | +5.0% | -6.7% | -3.0% |
| 3Y | +64.7% | +55.0% | +9.7% | +46.9% |
| All | +40.7% | +51.5% | -10.8% | +26.2% |
Cumulative growth
Daily Returns
Daily percentage return beside XEL.
Daily Out/Under-Performance
Portfolio return minus XEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × XEL 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 5y: compounded portfolio wealth divided by compounded XEL 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…
5y analysis · Full analysis span regression · 6 months rolling