+20.7%
XLK vs AEE
+13.9%
+6.8%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +2.5% | -2.5% | +1.0% |
| 7D | -7.6% | +4.7% | -12.3% | -5.9% |
| 30D | -12.2% | +13.4% | -25.6% | -7.8% |
| 3M | -5.5% | +4.1% | -9.5% | -3.9% |
| 6M | +9.2% | +2.0% | +7.1% | +11.0% |
| YTD | +23.0% | +15.6% | +7.4% | +28.7% |
| 1Y | +20.7% | +14.1% | +6.6% | +26.3% |
| All | +20.7% | +13.9% | +6.8% | +26.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling