+788.5%
XLK vs AEE
+191.1%
+597.3%
-33.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | 0.0% | +1.4% | +1.3% |
| 7D | +0.2% | -0.8% | +1.0% | +0.5% |
| 30D | -0.6% | -2.9% | +2.3% | +0.3% |
| 3M | +2.6% | -2.4% | +5.0% | +3.0% |
| 6M | +34.0% | -2.7% | +36.7% | +34.2% |
| YTD | +30.7% | +7.3% | +23.4% | +26.2% |
| 1Y | +39.2% | +7.5% | +31.6% | +34.0% |
| 3Y | +120.4% | +46.2% | +74.2% | +85.2% |
| 5Y | +148.8% | +39.7% | +109.1% | +111.3% |
| All | +788.5% | +191.1% | +597.3% | +522.8% |
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