+237.8%
XME vs AEE
+370.7%
-132.9%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +0.1% | +0.1% | +0.2% |
| 7D | -0.1% | +0.3% | -0.4% | -0.3% |
| 30D | +6.0% | -2.3% | +8.3% | +7.3% |
| 3M | -7.7% | +0.2% | -7.9% | -8.7% |
| 6M | +1.0% | -4.7% | +5.7% | +2.8% |
| YTD | +14.6% | +8.1% | +6.5% | +7.6% |
| 1Y | +46.0% | +8.5% | +37.4% | +36.3% |
| 3Y | +127.0% | +48.9% | +78.1% | +68.5% |
| 5Y | +175.8% | +39.9% | +135.9% | +109.6% |
| 10Y | +414.6% | +186.5% | +228.1% | +103.1% |
| All | +237.8% | +370.7% | -132.9% | -28.0% |
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