+1,024.7%
XLE vs XEL
+742.5%
+282.3%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.8% | -0.1% | -0.6% |
| 7D | +2.2% | -1.0% | +3.2% | +2.5% |
| 30D | +11.8% | -1.9% | +13.7% | +12.4% |
| 3M | +9.8% | -1.9% | +11.7% | +10.3% |
| 6M | +15.6% | -7.4% | +23.0% | +17.9% |
| YTD | +45.3% | +4.1% | +41.2% | +42.6% |
| 1Y | +48.3% | +8.0% | +40.3% | +43.6% |
| 3Y | +55.4% | +48.4% | +7.0% | +33.8% |
| 5Y | +216.1% | +27.2% | +188.9% | +183.0% |
| 10Y | +178.4% | +146.8% | +31.6% | +96.4% |
| All | +1,024.7% | +742.5% | +282.3% | +486.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling