+552.8%
XLP vs AEE
+813.7%
-260.9%
-35.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | 0.0% | -1.3% | -1.3% |
| 7D | +0.7% | +2.1% | -1.4% | 0.0% |
| 30D | +10.3% | +11.4% | -1.1% | +5.8% |
| 3M | +6.5% | +5.0% | +1.6% | +4.5% |
| 6M | +8.4% | +4.4% | +3.9% | +6.4% |
| YTD | +18.2% | +15.4% | +2.8% | +11.5% |
| 1Y | +22.4% | +13.8% | +8.7% | +16.1% |
| 3Y | +41.9% | +58.0% | -16.1% | +17.5% |
| 5Y | +40.9% | +52.9% | -12.1% | +17.2% |
| 10Y | +128.4% | +205.1% | -76.7% | +44.4% |
| All | +552.8% | +813.7% | -260.9% | +157.2% |
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