+633.7%
XLU vs AEE
+749.7%
-116.0%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.2% | +0.2% | -0.1% |
| 7D | -1.2% | -0.7% | -0.5% | -0.7% |
| 30D | -2.5% | -2.0% | -0.6% | -1.1% |
| 3M | -2.7% | -2.8% | +0.1% | -0.9% |
| 6M | -7.5% | -3.6% | -3.9% | -5.1% |
| YTD | +0.9% | +7.3% | -6.4% | -4.3% |
| 1Y | +3.3% | +8.7% | -5.4% | -3.1% |
| 3Y | +47.3% | +46.0% | +1.3% | +10.3% |
| 5Y | +44.4% | +39.8% | +4.6% | +11.5% |
| 10Y | +140.8% | +191.4% | -50.6% | +8.9% |
| All | +633.7% | +749.7% | -116.0% | +46.8% |
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 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