+54.9%
XLE vs AEE
+48.6%
+6.3%
-20.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | +0.2% | +0.9% | +1.1% |
| 7D | 0.0% | +0.6% | -0.6% | -0.1% |
| 30D | +12.6% | -1.9% | +14.6% | +13.0% |
| 3M | +11.8% | +0.3% | +11.5% | +11.6% |
| 6M | +16.1% | -3.0% | +19.0% | +16.5% |
| YTD | +46.9% | +8.4% | +38.5% | +43.5% |
| 1Y | +53.3% | +9.8% | +43.5% | +49.1% |
| 3Y | +54.9% | +47.4% | +7.5% | +39.6% |
| All | +54.9% | +48.6% | +6.3% | +39.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling