+141.3%
XLC vs AEE
+129.5%
+11.8%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +1.0% |
| 7D | -1.7% | -0.7% | -1.0% | -1.5% |
| 30D | +0.2% | -2.0% | +2.2% | +0.8% |
| 3M | +0.7% | -2.8% | +3.5% | +1.3% |
| 6M | -4.5% | -3.6% | -0.9% | -3.8% |
| YTD | -4.7% | +7.3% | -12.0% | -7.4% |
| 1Y | -1.5% | +8.7% | -10.2% | -4.8% |
| 3Y | +72.2% | +46.0% | +26.2% | +48.9% |
| 5Y | +39.3% | +39.8% | -0.5% | +21.2% |
| All | +141.3% | +129.5% | +11.8% | +100.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling