+133.2%
XRT vs AEE
+222.5%
-89.3%
-47.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | AEE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +1.1% | -0.7% | +0.1% |
| 7D | +1.7% | +1.7% | 0.0% | +1.2% |
| 30D | +7.5% | +9.7% | -2.2% | +4.3% |
| 3M | +2.2% | +5.9% | -3.7% | +0.3% |
| 6M | +14.7% | +6.7% | +8.0% | +12.0% |
| YTD | +7.5% | +17.4% | -9.9% | +1.6% |
| 1Y | +14.1% | +12.7% | +1.5% | +9.2% |
| 3Y | +58.8% | +68.2% | -9.4% | +30.9% |
| 5Y | -3.9% | +57.3% | -61.2% | -19.6% |
| All | +133.2% | +222.5% | -89.3% | +81.3% |
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 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