+53.8%
XLE vs AEE
+10.4%
+43.4%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -0.4% | +1.3% | +0.8% |
| 7D | +0.3% | +1.1% | -0.7% | +0.3% |
| 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% | +17.8% |
| YTD | +48.1% | +8.6% | +39.4% | +45.9% |
| 1Y | +53.8% | +10.2% | +43.6% | +52.6% |
| All | +53.8% | +10.4% | +43.4% | +52.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling