+1,024.7%
XLE vs AEE
+756.0%
+268.8%
-71.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +0.1% | -0.9% | -0.9% |
| 7D | +2.2% | +0.3% | +1.9% | +2.0% |
| 30D | +11.8% | -2.3% | +14.1% | +13.0% |
| 3M | +9.8% | +0.2% | +9.6% | +9.2% |
| 6M | +15.6% | -4.7% | +20.3% | +17.7% |
| YTD | +45.3% | +8.1% | +37.2% | +37.9% |
| 1Y | +48.3% | +8.5% | +39.8% | +40.2% |
| 3Y | +55.4% | +48.9% | +6.5% | +20.8% |
| 5Y | +216.1% | +39.9% | +176.2% | +149.2% |
| 10Y | +178.4% | +186.5% | -8.1% | +33.0% |
| All | +1,024.7% | +756.0% | +268.8% | +181.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling