+123.0%
XRT vs AEE
+191.1%
-68.2%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | 0.0% | +1.4% | +1.4% |
| 7D | -3.2% | -0.8% | -2.4% | -3.0% |
| 30D | -4.5% | -2.9% | -1.6% | -3.6% |
| 3M | -3.1% | -2.4% | -0.7% | -2.5% |
| 6M | +4.2% | -2.7% | +6.9% | +4.8% |
| YTD | -0.1% | +7.3% | -7.4% | -2.8% |
| 1Y | -3.0% | +7.5% | -10.6% | -5.9% |
| 3Y | +41.8% | +46.2% | -4.4% | +22.7% |
| 5Y | -1.3% | +39.7% | -41.0% | -13.9% |
| All | +123.0% | +191.1% | -68.2% | +76.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling