+163.9%
XLE vs AEE
+211.4%
-47.5%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -0.3% | +0.7% | +0.5% |
| 7D | -6.7% | +3.0% | -9.7% | -7.7% |
| 30D | -4.4% | +11.2% | -15.7% | -8.0% |
| 3M | +4.0% | +7.0% | -3.0% | +1.4% |
| 6M | +13.2% | +5.7% | +7.5% | +10.4% |
| YTD | +41.9% | +16.2% | +25.7% | +33.4% |
| 1Y | +41.6% | +12.0% | +29.6% | +34.9% |
| 3Y | +64.0% | +63.4% | +0.6% | +33.7% |
| 5Y | +158.1% | +56.0% | +102.1% | +112.1% |
| 10Y | +163.9% | +217.4% | -53.4% | +107.9% |
| All | +163.9% | +211.4% | -47.5% | +107.9% |
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