+823.0%
XLB vs AEE
+819.1%
+3.9%
-59.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.2% | -1.5% | -1.4% |
| 7D | 0.0% | +0.6% | -0.6% | -0.3% |
| 30D | +5.3% | +8.8% | -3.5% | +1.1% |
| 3M | 0.0% | +5.1% | -5.1% | -2.4% |
| 6M | +1.2% | +5.2% | -3.9% | -1.6% |
| YTD | +16.9% | +16.1% | +0.8% | +8.2% |
| 1Y | +20.9% | +10.4% | +10.5% | +14.5% |
| 3Y | +43.3% | +63.1% | -19.8% | +10.6% |
| 5Y | +28.3% | +55.6% | -27.3% | +0.3% |
| 10Y | +165.3% | +217.1% | -51.8% | +38.7% |
| All | +823.0% | +819.1% | +3.9% | +151.6% |
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 · 6 months rolling