+1,455.3%
XLK vs AEE
+749.7%
+705.5%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -1.2% | -0.2% | -0.9% |
| 7D | -0.4% | -0.7% | +0.3% | -0.1% |
| 30D | -0.5% | -2.0% | +1.5% | +0.3% |
| 3M | +5.0% | -2.8% | +7.8% | +5.7% |
| 6M | +32.9% | -3.6% | +36.4% | +33.6% |
| YTD | +29.0% | +7.3% | +21.7% | +24.1% |
| 1Y | +37.8% | +8.7% | +29.1% | +31.6% |
| 3Y | +118.7% | +46.0% | +72.7% | +81.3% |
| 5Y | +145.6% | +39.8% | +105.8% | +105.4% |
| 10Y | +791.5% | +191.4% | +600.1% | +432.4% |
| All | +1,455.3% | +749.7% | +705.5% | +536.6% |
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