+136.0%
XLC vs AEE
+151.0%
-14.9%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +1.1% | -0.1% | +0.7% |
| 7D | +3.7% | +1.7% | +2.0% | +3.2% |
| 30D | -1.9% | +9.7% | -11.7% | -4.7% |
| 3M | -3.1% | +5.9% | -9.0% | -4.9% |
| 6M | -6.4% | +6.7% | -13.1% | -8.6% |
| YTD | -6.8% | +17.4% | -24.2% | -12.0% |
| 1Y | -1.7% | +12.7% | -14.4% | -5.9% |
| 3Y | +64.7% | +68.2% | -3.5% | +36.1% |
| 5Y | +41.1% | +57.3% | -16.2% | +18.2% |
| All | +136.0% | +151.0% | -14.9% | +90.8% |
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 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