+68.5%
XLI vs XEL
+46.3%
+22.2%
-18.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | XEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.0% | +0.3% | -0.5% |
| 7D | -2.3% | -1.2% | -1.1% | -2.1% |
| 30D | -8.2% | -2.9% | -5.3% | -7.7% |
| 3M | +0.8% | -2.7% | +3.5% | +1.2% |
| 6M | +0.8% | -6.5% | +7.4% | +1.9% |
| YTD | +10.5% | +3.6% | +6.9% | +9.7% |
| 1Y | +14.1% | +7.5% | +6.6% | +12.5% |
| All | +68.5% | +46.3% | +22.2% | +58.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling