+43.4%
XLK vs AEE
+8.8%
+34.6%
-15.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +0.1% | +0.6% | +0.7% |
| 7D | +0.9% | +0.3% | +0.5% | +1.0% |
| 30D | +0.7% | -2.3% | +3.0% | -0.1% |
| 3M | -2.9% | +0.2% | -3.1% | -2.9% |
| 6M | +34.3% | -4.7% | +39.0% | +32.6% |
| YTD | +30.4% | +8.1% | +22.3% | +33.6% |
| 1Y | +43.4% | +8.5% | +34.8% | +47.9% |
| All | +43.4% | +8.8% | +34.6% | +47.9% |
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