+508.9%
XLP vs AEE
+756.0%
-247.0%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.1% | -0.9% | -0.8% |
| 7D | -1.0% | +0.3% | -1.3% | -1.1% |
| 30D | -0.9% | -2.3% | +1.4% | 0.0% |
| 3M | +3.8% | +0.2% | +3.6% | +3.6% |
| 6M | -1.7% | -4.7% | +3.0% | -0.1% |
| YTD | +10.3% | +8.1% | +2.2% | +6.7% |
| 1Y | +7.8% | +8.5% | -0.8% | +4.1% |
| 3Y | +27.2% | +48.9% | -21.7% | +7.6% |
| 5Y | +32.5% | +39.9% | -7.4% | +14.1% |
| 10Y | +101.8% | +186.5% | -84.7% | +30.6% |
| All | +508.9% | +756.0% | -247.0% | +146.0% |
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