+255.6%
XOM vs AEE
+38.7%
+216.9%
-20.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.2% | +1.8% | +0.9% |
| 7D | +1.9% | -0.7% | +2.5% | +2.0% |
| 30D | +4.1% | -2.0% | +6.0% | +4.5% |
| 3M | +10.4% | -2.8% | +13.2% | +11.0% |
| 6M | +13.0% | -3.6% | +16.6% | +13.6% |
| YTD | +40.1% | +7.3% | +32.7% | +36.8% |
| 1Y | +51.1% | +8.7% | +42.4% | +47.0% |
| 3Y | +57.7% | +46.0% | +11.7% | +40.2% |
| All | +255.6% | +38.7% | +216.9% | +222.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling