+1,106.7%
XLY vs AEE
+749.3%
+357.4%
-59.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | 0.0% | +0.9% | +0.9% |
| 7D | -1.7% | -0.8% | -0.9% | -1.4% |
| 30D | -4.2% | -2.9% | -1.3% | -3.1% |
| 3M | -2.7% | -2.4% | -0.3% | -2.0% |
| 6M | -0.6% | -2.7% | +2.1% | -0.1% |
| YTD | -5.0% | +7.3% | -12.3% | -8.4% |
| 1Y | -4.1% | +7.5% | -11.6% | -7.8% |
| 3Y | +33.6% | +46.2% | -12.6% | +10.9% |
| 5Y | +28.7% | +39.7% | -11.0% | +7.7% |
| 10Y | +219.6% | +191.3% | +28.3% | +83.8% |
| All | +1,106.7% | +749.3% | +357.4% | +300.3% |
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