+178.7%
XHB vs AEE
+386.0%
-207.3%
-81.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +0.1% | +0.9% | +0.9% |
| 7D | -1.3% | +0.3% | -1.6% | -1.5% |
| 30D | -6.9% | -2.3% | -4.6% | -5.7% |
| 3M | -1.3% | +0.2% | -1.5% | -1.6% |
| 6M | -6.8% | -4.1% | -2.7% | -4.9% |
| YTD | +0.7% | +8.9% | -8.1% | -4.4% |
| 1Y | -11.2% | +9.3% | -20.6% | -16.1% |
| 3Y | +25.3% | +49.9% | -24.6% | -3.2% |
| 5Y | +37.3% | +40.9% | -3.6% | +8.2% |
| 10Y | +211.5% | +188.6% | +22.9% | +48.3% |
| All | +178.7% | +386.0% | -207.3% | -6.8% |
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