+177.1%
XHB vs AEE
+423.9%
-246.9%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +1.1% | -0.4% | +0.1% |
| 7D | -0.2% | +1.7% | -1.9% | -1.1% |
| 30D | +9.9% | +9.7% | +0.2% | +4.5% |
| 3M | -6.3% | +5.9% | -12.2% | -9.2% |
| 6M | +3.8% | +6.7% | -2.9% | -0.1% |
| YTD | +0.1% | +17.4% | -17.2% | -8.8% |
| 1Y | -0.8% | +12.7% | -13.5% | -7.6% |
| 3Y | +35.6% | +68.2% | -32.6% | -1.6% |
| 5Y | +29.6% | +57.3% | -27.7% | -3.9% |
| 10Y | +237.5% | +220.6% | +16.9% | +51.7% |
| All | +177.1% | +423.9% | -246.9% | -11.1% |
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 · 6 months rolling