+178.5%
XLE vs AEE
+194.9%
-16.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +1.0% |
| 7D | +0.3% | +1.1% | -0.7% | 0.0% |
| 30D | +8.5% | 0.0% | +8.5% | +8.5% |
| 3M | +14.6% | -0.9% | +15.5% | +14.8% |
| 6M | +17.6% | -2.4% | +20.0% | +18.0% |
| YTD | +48.1% | +8.6% | +39.4% | +42.8% |
| 1Y | +53.8% | +10.2% | +43.6% | +47.3% |
| 3Y | +56.2% | +47.8% | +8.4% | +32.5% |
| 5Y | +227.7% | +40.1% | +187.6% | +181.1% |
| All | +178.5% | +194.9% | -16.3% | +112.7% |
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