+73.0%
XLF vs AEE
+46.3%
+26.7%
-15.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -1.2% | +0.9% | 0.0% |
| 7D | -2.9% | -0.7% | -2.2% | -2.7% |
| 30D | -1.6% | -2.0% | +0.4% | -1.1% |
| 3M | +9.3% | -2.8% | +12.1% | +9.9% |
| 6M | +14.6% | -3.6% | +18.2% | +15.3% |
| YTD | +4.7% | +7.3% | -2.6% | +1.7% |
| 1Y | +8.6% | +8.7% | -0.1% | +4.9% |
| All | +73.0% | +46.3% | +26.7% | +53.0% |
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