+149.9%
XLE vs AEE
+52.8%
+97.1%
-26.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | 0.0% | -0.1% | 0.0% |
| 7D | -12.0% | +2.1% | -14.1% | -12.5% |
| 30D | -2.7% | +11.4% | -14.1% | -5.5% |
| 3M | +6.6% | +5.0% | +1.6% | +5.1% |
| 6M | +9.5% | +4.4% | +5.1% | +7.9% |
| YTD | +40.6% | +15.4% | +25.2% | +34.1% |
| 1Y | +43.6% | +13.8% | +29.8% | +37.5% |
| 3Y | +58.1% | +58.0% | +0.1% | +35.8% |
| All | +149.9% | +52.8% | +97.1% | +115.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling