+820.5%
XLB vs AEE
+756.0%
+64.6%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.1% | -0.4% | -0.4% |
| 7D | -1.4% | +0.3% | -1.7% | -1.6% |
| 30D | -0.4% | -2.3% | +1.9% | +0.6% |
| 3M | +2.0% | +0.2% | +1.8% | +1.6% |
| 6M | +1.8% | -4.7% | +6.6% | +3.8% |
| YTD | +16.6% | +8.1% | +8.5% | +11.7% |
| 1Y | +16.9% | +8.5% | +8.4% | +11.6% |
| 3Y | +32.6% | +48.9% | -16.3% | +6.8% |
| 5Y | +35.6% | +39.9% | -4.3% | +11.5% |
| 10Y | +160.0% | +186.5% | -26.5% | +42.5% |
| All | +820.5% | +756.0% | +64.6% | +159.7% |
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