+253.9%
XLI vs AEE
+191.1%
+62.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | 0.0% | +1.1% | +1.1% |
| 7D | -1.7% | -0.8% | -0.9% | -1.4% |
| 30D | -7.3% | -2.9% | -4.3% | -6.2% |
| 3M | -1.3% | -2.4% | +1.1% | -0.6% |
| 6M | +2.2% | -2.7% | +4.9% | +2.9% |
| YTD | +11.7% | +7.3% | +4.4% | +8.0% |
| 1Y | +14.3% | +7.5% | +6.7% | +10.2% |
| 3Y | +70.3% | +46.2% | +24.1% | +42.7% |
| 5Y | +82.3% | +39.7% | +42.6% | +54.5% |
| All | +253.9% | +191.1% | +62.8% | +159.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling