+1,047.3%
XLE vs XEL
+815.3%
+232.0%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.8% | +0.9% |
| 7D | +5.4% | +2.4% | +3.0% | +4.6% |
| 30D | -3.9% | +8.3% | -12.2% | -6.4% |
| 3M | +7.0% | +4.2% | +2.9% | +5.4% |
| 6M | +14.2% | +3.7% | +10.5% | +12.4% |
| YTD | +48.2% | +13.1% | +35.1% | +41.5% |
| 1Y | +47.7% | +5.0% | +42.7% | +44.4% |
| 3Y | +70.0% | +55.0% | +15.0% | +44.4% |
| 5Y | +169.1% | +51.8% | +117.3% | +127.5% |
| 10Y | +180.7% | +185.6% | -4.9% | +88.9% |
| All | +1,047.3% | +815.3% | +232.0% | +481.3% |
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