+133.6%
XLC vs AEE
+148.2%
-14.7%
-46.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.2% | -1.2% | -1.0% |
| 7D | +3.1% | +0.6% | +2.5% | +2.9% |
| 30D | -4.2% | +8.8% | -13.0% | -6.7% |
| 3M | -2.1% | +5.1% | -7.2% | -3.7% |
| 6M | -6.6% | +5.2% | -11.8% | -8.4% |
| YTD | -7.8% | +16.1% | -23.9% | -12.6% |
| 1Y | -4.1% | +10.4% | -14.5% | -7.6% |
| 3Y | +62.6% | +63.1% | -0.5% | +35.8% |
| 5Y | +39.6% | +55.6% | -16.0% | +17.4% |
| All | +133.6% | +148.2% | -14.7% | +89.5% |
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