+1,186.1%
XOM vs AEE
+818.5%
+367.7%
-62.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.2% | -0.4% | +2.7% | +2.4% |
| 7D | 0.0% | +1.1% | -1.0% | -0.5% |
| 30D | +3.4% | 0.0% | +3.4% | +3.4% |
| 3M | +11.0% | -0.9% | +11.9% | +11.2% |
| 6M | +10.6% | -2.4% | +13.0% | +11.1% |
| YTD | +39.2% | +8.6% | +30.6% | +32.4% |
| 1Y | +52.7% | +10.2% | +42.6% | +44.0% |
| 3Y | +56.8% | +47.8% | +8.9% | +25.0% |
| 5Y | +261.8% | +40.1% | +221.7% | +191.0% |
| 10Y | +191.3% | +195.0% | -3.7% | +48.2% |
| All | +1,186.1% | +818.5% | +367.7% | +237.7% |
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