+889.2%
XLV vs AEE
+749.3%
+139.9%
-39.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | 0.0% | -0.1% | -0.2% |
| 7D | -3.6% | -0.8% | -2.8% | -3.3% |
| 30D | -1.8% | -2.9% | +1.1% | -0.8% |
| 3M | +7.8% | -2.4% | +10.2% | +8.7% |
| 6M | +9.1% | -2.7% | +11.8% | +10.0% |
| YTD | +7.7% | +7.3% | +0.5% | +4.5% |
| 1Y | +20.4% | +7.5% | +12.9% | +16.6% |
| 3Y | +30.8% | +46.2% | -15.4% | +11.4% |
| 5Y | +34.6% | +39.7% | -5.1% | +15.8% |
| 10Y | +173.4% | +191.3% | -17.9% | +73.5% |
| All | +889.2% | +749.3% | +139.9% | +308.0% |
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