+1,111.5%
XLI vs AEE
+764.1%
+347.4%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +1.0% | -1.4% | -0.9% |
| 7D | +1.0% | +1.3% | -0.3% | +0.4% |
| 30D | -5.8% | -1.2% | -4.6% | -5.3% |
| 3M | +0.7% | +1.0% | -0.3% | -0.1% |
| 6M | +3.2% | -2.3% | +5.5% | +3.8% |
| YTD | +13.0% | +9.1% | +3.9% | +7.9% |
| 1Y | +16.8% | +10.6% | +6.2% | +10.6% |
| 3Y | +72.4% | +48.5% | +23.9% | +39.9% |
| 5Y | +82.8% | +39.9% | +42.9% | +51.0% |
| 10Y | +252.4% | +185.7% | +66.7% | +98.4% |
| All | +1,111.5% | +764.1% | +347.4% | +284.3% |
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