-34.4%
XE vs AEE
-3.3%
-31.2%
-61.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.1% | +1.0% | +7.2% | +8.8% |
| 7D | +4.0% | +1.3% | +2.7% | +5.0% |
| 30D | -15.5% | -1.2% | -14.2% | -16.3% |
| 3M | -14.6% | +1.0% | -15.6% | -16.9% |
| All | -34.4% | -3.3% | -31.2% | -33.6% |
Cumulative growth
Daily Returns
Daily percentage return beside AEE.
Daily Out/Under-Performance
Portfolio return minus AEE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × AEE 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 AEE 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 · Available span rolling